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Nonlinear Doob-Meyer Decomposition with Jumps

✍ Scribed by Qing Quan Lin


Book ID
106277413
Publisher
Institute of Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society
Year
2003
Tongue
English
Weight
233 KB
Volume
19
Category
Article
ISSN
1439-7617

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A new proof of Doob-Meyer decomposition
✍ Zengjing Chen πŸ“‚ Article πŸ“… 1999 πŸ› Elsevier Science 🌐 English βš– 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