Some contributions to the study of stochastic processes of the classes and (Q4584696): Difference between revisions

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+W2781793470
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+.05775
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+Q3049602
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+Q4028981
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+Q4451256
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+On the time inhomogeneous skew Brownian motion
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+On Azéma-Yor processes, their optimal properties and the Bachelier-drawdown equation
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+Processes of Class Sigma, Last Passage Times, and Drawdowns
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+On the study of processes of \(\sum (H)\) and \(\sum_{\mathrm{s}}(H)\) classes
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+New classes of processes in stochastic calculus for signed measures
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+Formulas for stopped diffusion processes with stopping times based on the maximum
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+On some universal \(\sigma\)-finite measures related to a remarkable class of submartingales
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+A new construction of the \(\sigma \)-finite measures associated with submartingales of class \((\Sigma )\)
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+A Remarkable σ-finite Measure Associated with Last Passage Times and Penalisation Problems
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+On some properties of universal sigma-finite measures associated with a remarkable class of submartingales
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+Multiplicative decompositions and frequency of vanishing of nonnegative submartingales
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+Doob's maximal identity, multiplicative decompositions and enlargements of filtrations
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+An explicit Skorokhod embedding for the age of Brownian excursions and Azéma martingale.
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+Les inegalites de sous-martingales, comme consequences de la relation de domination
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+Publication:4584696