A Lifting and Decomposing Theorem for Quasi-Martingales On the Loeb Space
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Abstract:
In this paper,we obtain a lifting theorem for standard quasi-martingales by the nonstandard stochastic analysis at first,and construct a decomposing theorem for nonstandard quasi-martingales,and then obtain a decomposing theorem for standard quasi-martingales by the pushing-down method.
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Li Bing. A Lifting and Decomposing Theorem for Quasi-Martingales On the Loeb Space[J]. Journal of National University of Defense Technology,1995,17(4):132-135 ,142.