Some contributions to the study of stochastic processes of the classes and

DOI10.1080/17442508.2017.1307984zbMath1394.60056arXiv1508.05775OpenAlexW2781793470MaRDI QIDQ4584696

Gerald Trutnau, Octave Moutsinga, Youssef Ouknine, Fulgence Eyi-Obiang

Publication date: 4 September 2018

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1508.05775

zbMATH Keywords

Skorokhod embedding problemHardy-Littlewood functionclass \((\Sigma)\)relative martingalesBachelier equationclass \(\Sigma (H)\)martingale with respect to a signed measure

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Local time and additive functionals (60J55)

Related Items (5)

An ideal class to construct solutions for skew Brownian motion equations ⋮ Representation of martingales under signed measures and the study of the classes ∑_s and ∑_s′ ⋮ Time-changed local martingales under signed measures ⋮ Resolution of the skew Brownian motion equations with stochastic calculus for signed measures ⋮ Characterisation of honest times and optional semimartingales of class-\((\Sigma)\)

Cites Work

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• Les inegalites de sous-martingales, comme consequences de la relation de domination
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