Beiglböck, Mathias; Schachermayer, Walter; Veliyev, … - In: Stochastic Processes and their Applications 122 (2012) 4, pp. 1204-1209
Every submartingale S of class D has a unique Doob–Meyer decomposition S=M+A, where M is a martingale and A is a predictable increasing process starting at 0.
