The Weak Projection Theory and Decompositions of Quasi-Martingale Measures
Citation：
Huang Zhiyuan.The Weak Projection Theory and Decompositions of Quasi-Martingale Measures[J].Chinese Annals of Mathematics B,1985,6(4):395~400
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Authors：
Huang Zhiyuan;
Abstract：
In this paper it is proved that every bounded, mathscr{B}\times mathscr{F}-measurable function has a unique predictable projection and that every admissible measure has a unique dual predictable projection. Using this weak projection theory, the author proves a weak version of Doob- Meyer’s decomposition theorem for regular quasi-martingale measures.
