A short proof of the Doob-Meyer theorem

Stochastic Processes and their Applications

Volumn 122, Issue 4, 2012, Pages 1204-1209

  Beiglböck, Mathias ^a   Schachermayer, Walter ^a   Veliyev, Bezirgen ^a  

^a UNIVERSITY OF VIENNA   (Austria)

Author keywords

Doob Meyer decomposition; Komlos lemma

Indexed keywords

CLASS-D; DOOB-MEYER DECOMPOSITION; KOMLOS LEMMA;

DOMAIN DECOMPOSITION METHODS;

THEOREM PROVING;

EID: 84857926054     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spa.2011.12.001     Document Type: Article

References (11)

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