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![]() Date: 2013-05-14 17:33:50Probability theory Game theory Martingale Doob–Meyer decomposition theorem Random variable Dynamic programming Statistics Martingale theory Probability and statistics | Add to Reading List |
![]() | 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.DocID: 1qwmm - View Document |
![]() | 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 anDocID: 1e8KV - View Document |
![]() | Stochastic Target Games with Controlled LossDocID: 19QFg - View Document |
![]() | Processes of Class (Σ), Last Passage Times and Drawdowns Patrick Cheridito ORFE, Princeton UniversityDocID: RlVT - View Document |
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