On some universal \(\sigma\)-finite measures related to a remarkable class of submartingales (Q424488): Difference between revisions

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+On penalisation results related with a remarkable class of submartingales
@@ description / en / description / en @@
-scientific article
+scientific article; zbMATH DE number 6308064
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+.60045
@@ Property / zbMATH Open document ID: 1410.60045 / rank @@
+Normal rank
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+June 2014Timestamp +2014-06-24T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
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++2014-06-24T00:00:00Z
-Timezone
++00:00
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+Gregorian
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@@ Property / publication date: 24 June 2014 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+G07
@@ Property / Mathematics Subject Classification ID: 60G07 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G40
@@ Property / Mathematics Subject Classification ID: 60G40 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+J60
@@ Property / Mathematics Subject Classification ID: 60J60 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6308064
@@ Property / zbMATH DE Number: 6308064 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+convergence of probability measures
@@ Property / zbMATH Keywords: convergence of probability measures / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+diffusion
@@ Property / zbMATH Keywords: diffusion / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+submartingales of class sigma
@@ Property / zbMATH Keywords: submartingales of class sigma / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.4365
@@ Property / arXiv ID: 0911.4365 / rank @@
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@@ Property / arXiv classification @@
+math.PR
@@ Property / arXiv classification: math.PR / rank @@
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+Q4028982
@@ Property / cites work: Q4028982 / rank @@
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@@ Property / cites work @@
+Q4028981
@@ Property / cites work: Q4028981 / rank @@
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@@ Property / cites work @@
+Stochastic Integration with Jumps
@@ Property / cites work: Stochastic Integration with Jumps / rank @@
+Normal rank
@@ Property / cites work @@
+On Azéma-Yor processes, their optimal properties and the Bachelier-drawdown equation
+Normal rank
@@ Property / cites work @@
+Processes of Class Sigma, Last Passage Times, and Drawdowns
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+A new construction of the \(\sigma \)-finite measures associated with submartingales of class \((\Sigma )\)
+Normal rank
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+A Remarkable σ-finite Measure Associated with Last Passage Times and Penalisation Problems
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+On some universal \(\sigma\)-finite measures related to a remarkable class of submartingales
+Normal rank
@@ Property / cites work @@
+On some properties of universal sigma-finite measures associated with a remarkable class of submartingales
+Normal rank
@@ Property / cites work @@
+A global view of Brownian penalisations
@@ Property / cites work: A global view of Brownian penalisations / rank @@
+Normal rank
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+A class of remarkable submartingales
@@ Property / cites work: A class of remarkable submartingales / rank @@
+Normal rank
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+Option prices as probabilities. A new look at generalized Black-Scholes formulae
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+Limiting laws for long Brownian bridges perturbed by their one-sided maximum. III
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+Some penalisations of the Wiener measure
@@ Property / cites work: Some penalisations of the Wiener measure / rank @@
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+One-dimensional diffusions and their exit spaces.
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@@ Property / cites work @@
+Les inegalites de sous-martingales, comme consequences de la relation de domination
+Normal rank

Latest revision as of 06:39, 5 July 2024

scientific article; zbMATH DE number 6308064

On penalisation results related with a remarkable class of submartingales

Language	Label	Description	Also known as
English	On some universal \(\sigma\)-finite measures related to a remarkable class of submartingales	scientific article; zbMATH DE number 6308064	On penalisation results related with a remarkable class of submartingales