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A decomposition theorem for supermartingales
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Cited by

  • 2010Itô’s stochastic calculus: Its surprising power for applications141 cited
  • 1976Maximum likelihood estimation for continuous-time stochastic processes136 cited
  • 1965Quasi-Martingales90 cited
  • 2004A short history of stochastic integration and mathematical finance: the early years, 1880–197072 cited
  • 1968Martingale Integrals50 cited
  • 1971Representation of Martingales, Quadratic Variation and Applications33 cited
  • 1972On McShane’s Belated Stochastic Integral26 cited
  • 2011A short proof of the Doob–Meyer theorem25 cited
  • 2001Mathematics of Financial Markets24 cited

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