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Matematicheskie Zametki, 2019, Volume 105, Issue 3, Pages 476–480
DOI: https://doi.org/10.4213/mzm12106 (Mi mzm12106) 		 
Brief Communications

On the Uniqueness of the Optional Decomposition of Semimartingales

V. M. Khametova, E. A. Shelemekhb

a Moscow Institute of Electronics and Mathematics — Higher School of Economics
b Central Economics and Mathematics Institute Russian Academy of Sciences, Moscow
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DOI: https://doi.org/10.4213/mzm12106
Keywords: semimartingale, optional decomposition, Doob uniform decomposition, set of equivalent probability measures.
Received: 26.06.2018
English version:
Mathematical Notes, 2019, Volume 105, Issue 3, Pages 478–482
DOI: https://doi.org/10.1134/S0001434619030209
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: V. M. Khametov, E. A. Shelemekh, “On the Uniqueness of the Optional Decomposition of Semimartingales”, Mat. Zametki, 105:3 (2019), 476–480; Math. Notes, 105:3 (2019), 478–482
Citation in format AMSBIB
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