Characterisation of honest times and optional semimartingales of class-\((\Sigma)\) (Q2099991)
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scientific article; zbMATH DE number 7621007
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Characterisation of honest times and optional semimartingales of class-\((\Sigma)\) |
scientific article; zbMATH DE number 7621007 |
Statements
Characterisation of honest times and optional semimartingales of class-\((\Sigma)\) (English)
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21 November 2022
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honest times
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Azéma's supermartingale
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additive decomposition
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multiplicative decomposition
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optional semimartingales
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Làglàd processes
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semimartingales of class-sigma
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drawdown
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relative drawdown
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