A Martingale Decomposition Theorem

نویسنده

  • Gordon Simons
چکیده

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Gundy’s Decomposition for Non-commutative Martingales and Applications

We provide an analogue of Gundy’s decomposition for L1-bounded non-commutative martingales. An important difference from the classical case is that for any L1-bounded non-commutative martingale, the decomposition consists of four martingales. This is strongly related with the row/column nature of non-commutative Hardy spaces of martingales. As applications, we obtain simpler proofs of the weak ...

متن کامل

Optional decomposition for continuous semimartingales under arbitrary filtrations

We present an elementary treatment of the Optional Decomposition Theorem for continuous semimartingales and general filtrations. This treatment does not assume the existence of equivalent local martingale measure(s), only that of strictly positive local martingale deflator(s).

متن کامل

A noncommutative Davis’ decomposition for martingales

The theory of noncommutative martingale inequalities has been rapidly developed since the establishment of the noncommutative Burkholder-Gundy inequalities in [12]. Many of the classical martingale inequalities has been transferred to the noncommutative setting. These include, in particular, the Doob maximal inequality in [3], the Burkholder/Rosenthal inequality in [5], [8], several weak type (...

متن کامل

Quasi-invariance for Lévy processes under anticipating shifts

The Cameron-Martin theorem [5] gives the density with respect to the Wiener measure of a deterministic shift of Brownian motion. Similarly, the Skorokhod theorem on invariance of measures [18] gives the density with respect to Poisson measures of deterministic shifts of configuration. These theorems have an extension (the Girsanov theorem) to random shifts under adaptedness hypothesis. Given a ...

متن کامل

Finitely Additive Supermartingales Are Differences of Martingales

It is shown that any nonnegative bounded supermartingale admits a Doob-Meyer decomposition as a difference of a martingale and an adapted increasing process upon appropriate choice of a reference probability measure which may be only finitely additive. Introduction. In [Armstrong, 1983] it is shown that every bounded finitely additive supermartingale is a decreasing process with respect to some...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 1969