Pietro Siorpaes, University of Vienna

A Simple Proof of Bichteler–Dellacherie–Mokobodzki Theorem
Jan 10, 2012, 4:30 pm5:30 pm
101 - Sherrerd Hall


Event Description

We give a simple and quite elementary proof of the celebrated Bichteler– Dellacherie–Mokobodzki Theorem, which states that a process is a good integrator if and only if it is a semi‐martingale.

This talk is based on a joint work with Mathias Beiglböck.

Event Category
Probability Seminar