Publication:4028981
From MaRDI portal
zbMath0765.60038MaRDI QIDQ4028981
Publication date: 28 March 1993
Full work available at URL: http://www.numdam.org/item?id=SPS_1992__26__248_0
60G44: Martingales with continuous parameter
Related Items
A reading guide for last passage times with financial applications in view, On some universal \(\sigma\)-finite measures related to a remarkable class of submartingales, On some properties of universal sigma-finite measures associated with a remarkable class of submartingales, A class of remarkable submartingales, Multiplicative decompositions and frequency of vanishing of nonnegative submartingales, Non-stopping times and stopping theorems, Enlargements of filtrations and path decompositions at non stopping times, On three methods for analytic Laplace inversion in the framework of Brownian motion and their excursions