Pages that link to "Item:Q850029"
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The following pages link to A class of remarkable submartingales (Q850029):
Displaying 18 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)
- Multiplicative decompositions and frequency of vanishing of nonnegative submartingales (Q867093) (← links)
- An explicit solution to the Skorokhod embedding problem for functionals of excursions of Markov processes (Q875905) (← links)
- Non-stopping times and stopping theorems (Q875907) (← links)
- A new construction of the \(\sigma \)-finite measures associated with submartingales of class \((\Sigma )\) (Q961008) (← links)
- Magnitude and speed of consecutive market crashes in a diffusion model (Q1703022) (← links)
- Drawdowns and the speed of market crash (Q1930625) (← links)
- Time-changed local martingales under signed measures (Q2031003) (← links)
- Characterisation of honest times and optional semimartingales of class-\((\Sigma)\) (Q2099991) (← links)
- An ideal class to construct solutions for skew Brownian motion equations (Q2135195) (← links)
- Single jump filtrations and local martingales (Q2209740) (← links)
- Formulas for stopped diffusion processes with stopping times based on drawdowns and drawups (Q2270885) (← links)
- Enlargements of filtrations and path decompositions at non stopping times (Q2431746) (← links)
- On σ-Finite Measures Related to the Martin Boundary of Recurrent Markov Chains (Q2798584) (← links)
- New classes of processes in stochastic calculus for signed measures (Q2875257) (← links)
