Abstract
We use ideas from measure-free martingale theory and Rådström's completion of a near vector space to derive a Doob decomposition of submartingales in ordered near vector spaces. As a special cases thereof, we obtain the Doob decomposition of set-valued submartingales, as noted by Daures, Ni and Zhang, and an analogue of the Doob decomposition of set-valued submartingales, as noted by Shen and Wang.
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