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Mathematical Notes

, Volume 105, Issue 3–4, pp 478–482 | Cite as

On the Uniqueness of the Optional Decomposition of Semimartingales

  • V. M. KhametovEmail author
  • E. A. ShelemekhEmail author
Short Communication
  • 17 Downloads

Keywords

semimartingale optional decomposition Doob uniform decomposition set of equivalent probability measures 

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Copyright information

© Pleiades Publishing, Ltd. 2019

Authors and Affiliations

  1. 1.Tikhonov Moscow Institute of Electronics and MathematicsNational Research University Higher School of EconomicsMoscowRussia
  2. 2.Central Economics and Mathematics Institute of Russian Academy of SciencesMoscowRussia

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