Meyer's theorem

Meyer's theorem is a result in the field of stochastic calculus, particularly dealing with semimartingales and their properties in the context of stochastic integration and Itô calculus. Specifically, the theorem provides conditions under which a process is a semimartingale and gives criteria for the convergence of stochastic integrals. In more detail, Meyer's theorem deals with certain types of stochastic processes, often focusing on the convergence of integrals involving local martingales.