THE WEAK PROJECTION THEORY AND DECOMPOSITIONS OF QUASIMARTINGALE MEASURES

摘要

＜正＞ In this paper it is proved that every bounded,×-measurable function has a uniquepredictable projection and that every admissible measure has a unique dual predictableprojection.Using this weak projection theory,the author proves a weak version of Doob-Meyer’s decomposition theorem for regular quasi-martingale measures.