On some universal \(\sigma\)-finite measures related to a remarkable class of submartingales (Q424488)
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scientific article; zbMATH DE number 6308064
- On penalisation results related with a remarkable class of submartingales
| Language | Label | Description | Also known as |
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| English | On some universal \(\sigma\)-finite measures related to a remarkable class of submartingales |
scientific article; zbMATH DE number 6308064 |
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On some universal \(\sigma\)-finite measures related to a remarkable class of submartingales (English)
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1 June 2012
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24 June 2014
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martingale
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submartingale of class \((\Sigma )
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\sigma \)-finite measure
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last hitting time
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Doob's optional stopping theorem
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convergence of probability measures
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diffusion
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submartingales of class sigma
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math.PR
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