A short proof of the Doob–Meyer theorem
Year of publication: |
2012
|
---|---|
Authors: | Beiglböck, Mathias ; Schachermayer, Walter ; Veliyev, Bezirgen |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 122.2012, 4, p. 1204-1209
|
Publisher: |
Elsevier |
Subject: | Doob–Meyer decomposition | Komlos lemma |
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