Beiglböck, M.; Siorpaes, P. - In: Stochastic Processes and their Applications 124 (2014) 3, pp. 1226-1235
We give a new proof of the celebrated Bichteler–Dellacherie theorem, which states that a process S is a good integrator if and only if it is the sum of a local martingale and a finite-variation process. As a corollary, we obtain a characterization of semimartingales along the lines of...