Bichteler-Dellacherie定理的一个简单证明
A Simple Proof of the Bichteler-Dellacherie Theorem
摘要:
我们给出了著名的Bichteler-Dellacherie-Mokobodzki定理的一个简单而初等的证明,该定理指出过程S是好的积分器当且仅当它是半鞅。作为推论,我们得到了半鞅沿着经典Riemann可积性的一个刻画。
英文摘要:
We give a simple and rather elementary proof of the celebrated Bichteler-Dellacherie-Mokobodzki Theorem, which states that a process S is a good integrator if and only if it is a semimartingale. As a corollary, we obtain a characterization of semimartingales along the lines of classical Riemann integrability.
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