𝔖 Bobbio Scriptorium
✦   LIBER   ✦

A new proof of Doobʼs theorem

✍ Scribed by Moritz Gerlach; Robin Nittka


Book ID
113721634
Publisher
Elsevier Science
Year
2012
Tongue
English
Weight
209 KB
Volume
388
Category
Article
ISSN
0022-247X

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


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

A short proof of the Doob–Meyer theorem
✍ Mathias Beiglböck; Walter Schachermayer; Bezirgen Veliyev 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 171 KB