A Simple Proof of the Bichteler-Dellacherie-Mokobodzki Theorem

Details A Simple Proof of the Bichteler-Dellacherie-Mokobodzki Theorem A Simple Proof of the Bichteler-Dellacherie-Mokobodzki Theorem

2012-01-10

arxiv.org/abs/1201.1996v1

Mathematics

Probability

Scientific paper

We give a simple and rather elementary proof of the celebrated
Bichteler-Dellacherie-Mokobodzki Theorem, which states that a process S is a
good integrator if and only if it is a semimartingale.

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