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Stochastics
An International Journal of Probability and Stochastic Processes
Volume 84, 2012 - Issue 5-6: The Mark H.A. Davis festschrift: stochastics, control and finance
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Original Articles

A simple proof of Kramkov's result on uniform supermartingale decompositions

Saul Jacka Department of Statistics, University of Warwick, Coventry, CV4 7AL, UKCorrespondence[email protected]
Pages 599-602 | Received 31 Aug 2010, Accepted 07 Mar 2011, Published online: 03 Oct 2011

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Mohamed Abdelghani & Alexander Melnikov. (2019) Optional decomposition of optional supermartingales and applications to filtering and finance. Stochastics 91:6, pages 797-816.
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Articles from other publishers (2)

Abdelkarem Berkaoui. (2023) On the optional and orthogonal decompositions of supermartingales and applications. Statistics & Probability Letters 199, pages 109850.
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Ioannis Karatzas & Constantinos Kardaras. (2015) Optional decomposition for continuous semimartingales under arbitrary filtrations. Electronic Communications in Probability 20:none.
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