Doob 1953 / Meyer 1962: any submartingale X uniquely decomposes as X = M + A where M martingale + A predictable increasing; central tool in stochastic-analysis + finance + queueing-theory.
Doob 1953 / Meyer 1962: any submartingale X uniquely decomposes as X = M + A where M martingale + A predictable increasing; central tool in stochastic-analysis + finance + queueing-theory.