= Doob-Meyer decomposition theorem
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Under the usual filtration conditions, a càdlàg submartingale of <Class D> on a finite horizon has a unique decomposition into a uniformly integrable martingale and a predictable integrable nondecreasing process starting at zero. A general <continuous semimartingale decomposition> instead allows an arbitrary continuous finite-variation drift. A convex function of a semimartingale need not be a submartingale when that drift has unrestricted sign.
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