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Doob decomposition theorem
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1	A NNALES DE L’I. H. P., SECTION B JAY ROSEN Joint continuity and a Doob-Meyer type decomposition for renormalized intersection local times Annales de l’I. H. P., section B, tome 35, no), p. Add to Reading List Source URL: www.math.csi.cuny.edu Language: English - Date: 2009-05-03 17:58:08 Probability theory Mathematical analysis Martingale theory Stochastic processes Mathematics Local time DoobMeyer decomposition theorem It calculus Doob decomposition theorem
2	A SHORT PROOF OF THE DOOB-MEYER THEOREM ¨ MATHIAS BEIGLBOCK, WALTER SCHACHERMAYER, BEZIRGEN VELIYEV Abstract. Every submartingale S of class D has a unique Doob-Meyer decomposition S = M + A, where M is a martingale an Add to Reading List Source URL: www.mat.univie.ac.at Language: English - Date: 2015-02-27 09:23:01
3	Stochastic Target Games with Controlled Loss Add to Reading List Source URL: www.math.columbia.edu Language: English - Date: 2013-05-14 17:33:50 Probability theory Game theory Martingale Doob–Meyer decomposition theorem Random variable Dynamic programming Statistics Martingale theory Probability and statistics
4	Processes of Class (Σ), Last Passage Times and Drawdowns Patrick Cheridito ORFE, Princeton University Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-26 13:13:12 Martingale Local martingale Doob–Meyer decomposition theorem Statistics Martingale theory Probability theory
5	PDF Document Add to Reading List Source URL: fa.its.tudelft.nl Language: English - Date: 2004-03-15 08:48:18 Stochastic processes Game theory Martingale Doob–Meyer decomposition theorem Spectral theory Operator theory Itō calculus Spectral theory of ordinary differential equations Statistics Martingale theory Probability theory

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