On some universal \(\sigma\)-finite measures related to a remarkable class of submartingales (Q424488)
From MaRDI portal
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 |
|
Statements
On some universal \(\sigma\)-finite measures related to a remarkable class of submartingales (English)
0 references
1 June 2012
0 references
24 June 2014
0 references
martingale
0 references
submartingale of class \((\Sigma )
0 references
\sigma \)-finite measure
0 references
last hitting time
0 references
Doob's optional stopping theorem
0 references
convergence of probability measures
0 references
diffusion
0 references
submartingales of class sigma
0 references
math.PR
0 references
