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Mathematics of the USSR-Sbornik, 1982, Volume 43, Issue 2, Pages 145–158
DOI: https://doi.org/10.1070/SM1982v043n02ABEH002440 (Mi sm2380) 		 
This article is cited in 12 scientific papers (total in 12 papers)

Decomposition of optional supermartingales

L. I. Gal'chuk
English version PDF (931 kB) Citations (12) Russian version article
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DOI: https://doi.org/10.1070/SM1982v043n02ABEH002440
Abstract: Let $X=(X_t, \mathscr F_t)$ be an optional submartingale of the class $(D)$. It is proved that there exist an optional martingale $m=(m_t, \mathscr F_t)$ and a strongly predictable process $A=(A_t, \mathscr F_t)$ such that the Doob decomposition $X_t=m_t+A_t$ is valid.
Bibliography: 10 titles.
Received: 04.04.1980
Bibliographic databases:
UDC: 519.2
MSC: Primary 60G45; Secondary 60G17, 60G25, 60G40, 60G44
Language: English
Original paper language: Russian
Citation: L. I. Gal'chuk, “Decomposition of optional supermartingales”, Math. USSR-Sb., 43:2 (1982), 145–158
Citation in format AMSBIB
\Bibitem{Gal81}
\by L.~I.~Gal'chuk
\paper Decomposition of optional supermartingales
\jour Math. USSR-Sb.
\yr 1982
\vol 43
\issue 2
\pages 145--158
\mathnet{http://mi.mathnet.ru/eng/sm2380}
\crossref{https://doi.org/10.1070/SM1982v043n02ABEH002440}
\mathscinet{https://mathscinet.ams.org/mathscinet-getitem?mr=622143}
\zmath{https://zbmath.org/?q=an:0489.60053|0465.60049}
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    • This publication is cited in the following 12 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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