142 citations · 230 across the 39 of their papers we have counts for
Showing 2010 · math.PRShow all
2 papers · 2 filters
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…
math.PR2010★ 2 cited
A Direct Proof of the Bichteler--Dellacherie Theorem and Connections to Arbitrage
Mathias Beiglböck, Walter Schachermayer, Bezirgen Veliyev
We give an elementary proof of the celebrated Bichteler-Dellacherie Theorem which states that the class of stochastic processes allowing for a useful integration theory consist…