The following pages link to (Q4028981):
Displayed 15 items.
- A reading guide for last passage times with financial applications in view (Q354200) (← links)
- On some universal \(\sigma\)-finite measures related to a remarkable class of submartingales (Q424488) (← links)
- On the study of processes of \(\sum (H)\) and \(\sum_{\mathrm{s}}(H)\) classes (Q521963) (← links)
- On some properties of universal sigma-finite measures associated with a remarkable class of submartingales (Q653285) (← links)
- A class of remarkable submartingales (Q850029) (← links)
- Multiplicative decompositions and frequency of vanishing of nonnegative submartingales (Q867093) (← links)
- Non-stopping times and stopping theorems (Q875907) (← links)
- Time-changed local martingales under signed measures (Q2031003) (← links)
- An ideal class to construct solutions for skew Brownian motion equations (Q2135195) (← links)
- Enlargements of filtrations and path decompositions at non stopping times (Q2431746) (← links)
- On three methods for analytic Laplace inversion in the framework of Brownian motion and their excursions (Q2850031) (← links)
- Some contributions to the study of stochastic processes of the classes and (Q4584696) (← links)
- Characterization of submartingales of a new class <font>(Σ<sup><i>r</i></sup>)</font> (Q4639184) (← links)
- Representation of martingales under signed measures and the study of the classes ∑<sub><i>s</i></sub> and ∑<sub><i>s</i></sub>′ (Q5086625) (← links)
- Resolution of the skew Brownian motion equations with stochastic calculus for signed measures (Q5859957) (← links)