Lin, Qingquan Nonlinear Doob-Meyer decomposition for \(g\)-supermartingales without Lipschitz condition on \(g\). (Chinese. English summary) Zbl 1061.60059 Acta Math. Sci., Ser. A, Chin. Ed. 24, No. 5, 589-596 (2004). MSC: 60H10 60G44 × Cite Format Result Cite Review PDF
Lin, Qingquan Nonlinear Doob-Meyer decomposition for general filtration. (English) Zbl 1022.60065 Acta Math. Appl. Sin., Engl. Ser. 18, No. 4, 619-624 (2002). MSC: 60H99 60H30 × Cite Format Result Cite Review PDF Full Text: DOI