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

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scientific article; zbMATH DE number 6308064
  • On penalisation results related with a remarkable class of submartingales
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    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

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    On some universal \(\sigma\)-finite measures related to a remarkable class of submartingales (English)
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    1 June 2012
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    24 June 2014
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    martingale
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    submartingale of class \((\Sigma )
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    \sigma \)-finite measure
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    last hitting time
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    Doob's optional stopping theorem
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    convergence of probability measures
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    diffusion
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    submartingales of class sigma
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    math.PR
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