A Simple Proof of the Bichteler-Dellacherie Theorem

Mathias Beiglboeck; Pietro Siorpaes

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arXiv · 1201.1996

A Simple Proof of the Bichteler-Dellacherie Theorem

Mathias Beiglboeck·Pietro Siorpaes

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Abstract

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. As a corollary, we obtain a characterization of semimartingales along the lines of classical Riemann integrability.

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Mathias Beiglboeck, Pietro Siorpaes. 2014-04-29. A Simple Proof of the Bichteler-Dellacherie Theorem. https://arxiv.org/abs/1201.1996

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