An almost sure approximation for the predictable process in the doob–meyer decomposition theorem

Lecture Notes in Mathematics

Volumn 1857, Issue , 2005, Pages 158-164

  Jakubowski, Adam ^a  

^a NICOLAUS COPERNICUS UNIVERSITY   (Poland)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 85007047114     PISSN: 00758434     EISSN: 16179692     Source Type: Book Series    
DOI: 10.1007/978-3-540-31449-3_11     Document Type: Article

References (8)

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2. Dellacherie, C., Doléans-Dade, C. (1971): Un contre-exemple au problème des laplaciens approchés. In: Séminaire Probab. V, 127–137, Lecture Notes in Math., 191, Springer Berlin Heidelberg
3. Doléans, C. (1967): Processus croissants naturels et processus croissants tr`es bien mesurables, C. R. Acad. Sci. Paris Sér. A-B, 264, 874-876
4. Kallenberg, O. (1997): Foundations of Modern Probability, Springer New York Berlin Heidelberg
5. Komlós, J. (1967): A generalization of a problem of Steinhaus, Acta Math. Acad. Sci. Hungar., 18, 217-229
6. Meyer, P.A. (1963): Decomposition of supermartingales: The uniqueness theorem, Illinois J. Math., 7, 1–17
7. Meyer, P.A. (1976): Un cours sur les intégrales stochastiques. In: Séminaire Probab. X, 127–137, Lecture Notes in Math., 511, Springer Berlin Heidelberg
8. Rao, K.M. (1969): On decomposition theorems of Meyer, Math. Scand., 24, 66–78