On the optional and orthogonal decompositions of a class of semimartingales

HIGHLIGHTS

• who: Port., Math. and Abdelkarem, Berkaoui from the (UNIVERSITY) have published the Article: On the optional and orthogonal decompositions of a class of semimartingales, in the Journal: (JOURNAL)
• what: The authors investigate necessary and sufficient conditions on Q under which any Q-supermartingale can be decomposed into the sum of a local Q-martingale and a decreasing process. For that the authors show the equality first for a finite discrete time axis I. Now, as the authors show that u0152H u008dI D.H 0 /st;I for all finite intervals I, the authors construct an . . .
  

   

  

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