| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 10527264 | Stochastic Processes and their Applications | 2012 | 6 Pages |
Abstract
We provide a short proof of the Doob-Meyer decomposition theorem. Several previously known arguments are included to keep the paper self-contained.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Mathias Beiglböck, Walter Schachermayer, Bezirgen Veliyev,