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A SHORT PROOF OF THE DOOB-MEYER THEOREM ¨ MATHIAS BEIGLBOCK, WALTER SCHACHERMAYER, BEZIRGEN VELIYEV Abstract. Every submartingale S of class D has a unique Doob-Meyer decomposition S = M + A, where M is a martingale an
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Document Date: 2015-02-27 09:23:01
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A SHORT PROOF OF THE DOOB-MEYER THEOREM ¨ MATHIAS BEIGLBOCK, WALTER SCHACHERMAYER, BEZIRGEN VELIYEV Abstract. Every submartingale S of class D has a unique Doob-Meyer decomposition S = M + A, where M is a martingale an