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20082021
most citedA short Proof of the Doob-Meyer Theorem

2 citations · 2 across the 5 of their papers we have counts for

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math.PR2019

All Adapted Topologies are Equal

Julio Backhoff-Veraguas, Daniel Bartl, Mathias Beiglböck +1

A number of researchers have introduced topological structures on the set of laws of stochastic processes. A unifying goal of these authors is to strengthen the usual weak topology…

math.PR2010★ 2 cited

A short Proof of the Doob-Meyer Theorem

Mathias Beiglboeck, Walter Schachermayer, Bezirgen Veliyev

Every submartingale S of class D has a unique Doob-Meyer decomposition S=M+A, where M is a martingale and A is a predictable increasing process starting at 0. We provide a short an…