scientific article

zbMath0765.60037MaRDI QIDQ4028982

Marc Yor, Jacques Azema, Paul-André Meyer

Publication date: 28 March 1993

Full work available at URL: http://www.numdam.org/item?id=SPS_1992__26__307_0

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

semimartingalescontinuous martingalepositive submartingale

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44)

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A reading guide for last passage times with financial applications in view ⋮ Multiplicative decompositions and frequency of vanishing of nonnegative submartingales ⋮ Non-stopping times and stopping theorems ⋮ On some universal \(\sigma\)-finite measures related to a remarkable class of submartingales ⋮ Enlargements of filtrations and path decompositions at non stopping times ⋮ On some properties of universal sigma-finite measures associated with a remarkable class of submartingales ⋮ Characterization of submartingales of a new class (Σ^r) ⋮ Change of measure up to a random time: details ⋮ Random times with given survival probability and their \(\mathbb F\)-martingale decomposition formula

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