Geodesic
On the Uniqueness of the Optional Decomposition of Semimartingales
Matematičeskie zametki, Tome 105 (2019) no. 3, pp. 476-480

Voir la notice de l'article provenant de la source Math-Net.Ru

Keywords: semimartingale, set of equivalent probability measures.
Mots-clés : optional decomposition, Doob uniform decomposition 
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     author = {V. M. Khametov and E. A. Shelemekh},
     title = {On the {Uniqueness} of the {Optional} {Decomposition} of {Semimartingales}},
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V. M. Khametov; E. A. Shelemekh. On the Uniqueness of the Optional Decomposition of Semimartingales. Matematičeskie zametki, Tome 105 (2019) no. 3, pp. 476-480. http://geodesic.mathdoc.fr/item/MZM_2019_105_3_a16/