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Stability of Doob-Meyer Decomposition Under Extended Convergence

✍ Scribed by Jean Mémin


Book ID
106300922
Publisher
Institute of Applied Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society
Year
2003
Tongue
English
Weight
270 KB
Volume
19
Category
Article
ISSN
0168-9673

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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