A note on the Doob-Meyer-decomposition of Lp-valued submartingales
نویسندگان
چکیده
منابع مشابه
Towards a general Doob-Meyer decomposition theorem
Both the Doob-Meyer and the Graversen-Rao decomposition theorems can be proved following an approach based on predictable compensators of discretizations and weak-L technique, which was developed by K.M. Rao. It is shown that any decomposition obtained by Rao’s method gives predictability of compensators without additional assumptions (like submartingality in the original Doob-Meyer theorem or ...
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ژورنال
عنوان ژورنال: Bulletin of the Australian Mathematical Society
سال: 2004
ISSN: 0004-9727,1755-1633
DOI: 10.1017/s0004972700035966