Multiplicative decompositions and frequency of vanishing of nonnegative submartingales

DOI10.1007/s10959-006-0035-0zbMath1127.60041arXivmath/0506369OpenAlexW2045447888MaRDI QIDQ867093

Ashkan Nikeghbali

Publication date: 14 February 2007

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

Full work available at URL: https://arxiv.org/abs/math/0506369

zbMATH Keywords

submartingalesrandom timesgeneral theory of stochastic processes

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) General theory of stochastic processes (60G07)

Related Items (6)

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′ ⋮ Some contributions to the study of stochastic processes of the classes and ⋮ Minimal subharmonic functions and related integral representations ⋮ On the study of processes of \(\sum (H)\) and \(\sum_{\mathrm{s}}(H)\) classes ⋮ Resolution of the skew Brownian motion equations with stochastic calculus for signed measures

Cites Work

• Calcul stochastique et problèmes de martingales
• Quelques applications de la théorie générale des processus. I
• A class of remarkable submartingales
• Enlargements of filtrations and path decompositions at non stopping times
• Doob's maximal identity, multiplicative decompositions and enlargements of filtrations
• Transformation of Markov processes by multiplicative functionals
• Les inegalites de sous-martingales, comme consequences de la relation de domination
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