New classes of processes in stochastic calculus for signed measures

DOI10.1080/17442508.2012.757616zbMath1334.60136arXiv1207.2281OpenAlexW1997762664MaRDI QIDQ2875257

Youssef Ouknine, Fulgence Eyi-Obiang, Octave Moutsinga

Publication date: 14 August 2014

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1207.2281

zbMATH Keywords

stochastic calculusenlargement of filtrationsigned measuresrelative martingales

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Stochastic analysis (60H99)

Related Items (5)

Representation of martingales under signed measures and the study of the classes ∑_s and ∑_s′ ⋮ Some contributions to the study of stochastic processes of the classes and ⋮ On the study of processes of \(\sum (H)\) and \(\sum_{\mathrm{s}}(H)\) classes ⋮ Time-changed local martingales under signed measures ⋮ Resolution of the skew Brownian motion equations with stochastic calculus for signed measures

Cites Work

• A class of remarkable submartingales

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