Riemann-integration and a new proof of the Bichteler–Dellacherie theorem

Author:

Beiglböck M.,Siorpaes P.

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Reference26 articles.

1. The Doob–Meyer decomposition revisited;Bass;Canad. Math. Bull.,1996

2. A direct proof of the Bichteler–Dellacherie theorem and connections to arbitrage;Beiglböck;Ann. Probab.,2011

3. A short proof of the Doob–Meyer theorem;Beiglböck;Stochastic Process. Appl.,2012

4. Stochastic integrators;Bichteler;Bull. Amer. Math. Soc. (N.S.),1979

5. Stochastic integration and Lp-theory of semimartingales;Bichteler;Ann. Probab.,1981

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