A direct proof of the bichteler-dellacherie theorem and connections to arbitrage

Annals of Probability

Volumn 39, Issue 6, 2011, Pages 2424-2440

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

^a UNIVERSITY OF VIENNA   (Austria)

Author keywords

Arbitrage; Bichteler dellacherie theorem; Doob meyer decomposition; Koml s' lemma

Indexed keywords

EID: 84865075573     PISSN: 00911798     EISSN: None     Source Type: Journal    
DOI: 10.1214/10-AOP602     Document Type: Article

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