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Doob–Meyer decomposition conjecture for the family of increasing processes
Let $Y$ be a $G$ -submartingale satisfying the assumptions of Proposition, and let its decomposition be denoted by the referenced decomposition. Write…
Conjectureopendoob-meyer-decomposition nonlinear-expectations stochastic-processesarXiv posted 2 days ago

Doob–Meyer decomposition conjecture for the family of increasing processes