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Doob–Meyer-Decomposition of Hilbert Space Valued Functions

✍ Scribed by B. Burgstaller


Book ID
111595833
Publisher
Springer US
Year
2003
Tongue
English
Weight
398 KB
Volume
16
Category
Article
ISSN
0894-9840

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📜 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