On the study of processes of \(\sum (H)\) and \(\sum_{\mathrm{s}}(H)\) classes

DOI10.1007/s10959-015-0640-xzbMath1378.60069arXiv1407.3728OpenAlexW2177770366MaRDI QIDQ521963

Octave Moutsinga, Youssef Ouknine, Fulgence Eyi-Obiang

Publication date: 12 April 2017

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1407.3728

zbMATH Keywords

stochastic calculussigned measuressubmartingalescontinuous martingaleslast passage times

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Martingales with continuous parameter (60G44) General theory of stochastic processes (60G07) Generalized stochastic processes (60G20) Stochastic analysis (60H99)

Related Items (3)

Some contributions to the study of stochastic processes of the classes and ⋮ 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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• A Remarkable σ-finite Measure Associated with Last Passage Times and Penalisation Problems
• Les inegalites de sous-martingales, comme consequences de la relation de domination
• Processes of Class Sigma, Last Passage Times, and Drawdowns

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