A new proof of Doob-Meyer decomposition
✍
Zengjing Chen
📂
Article
📅
1999
🏛
Elsevier Science
🌐
English
⚖ 320 KB
In this Note, we use backward stochastic differential equations (BSDEs) to prove the famous Doob-Meyer decomposition theorem for supermartingales. 0 Academic des Sciences/Elsevier, Paris Une nouvele preuue du th&&me de d&composition de Doob-Meyer R&urn& Dam cette Note, nous utilisons les e'quations