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Characterisation of honest times and optional semimartingales of class-($\Sigma$) - MaRDI portal

Characterisation of honest times and optional semimartingales of class-($\Sigma$)

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Publication:6296331

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DOI10.1007/s10959-021-01154-wzbMath1515.60120arXiv1801.03873MaRDI QIDQ6296331

Publication date: 11 January 2018

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44) General theory of stochastic processes (60G07) Credit risk (91G40)

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