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Characterization of submartingales of a new class <font>(Σ<sup><i>r</i></sup>)</font> - MaRDI portal

Characterization of submartingales of a new class <font>(Σ<sup><i>r</i></sup>)</font> (Q4639184)

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scientific article; zbMATH DE number 6865987
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English
Characterization of submartingales of a new class <font>(Σ<sup><i>r</i></sup>)</font>
scientific article; zbMATH DE number 6865987

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    Characterization of submartingales of a new class <font>(Σ<sup><i>r</i></sup>)</font> (English)
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    3 May 2018
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    submartingales
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    relative martingales
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    last-passage times
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    predictable compensator
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    balayage formula
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