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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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