Time-changed local martingales under signed measures

DOI10.1007/s10959-020-00994-2zbMath1481.60085OpenAlexW3011328459MaRDI QIDQ2031003

Sakrani Samia

Publication date: 8 June 2021

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10959-020-00994-2

zbMATH Keywords

Brownian motionstochastic calculussigned measurelocal martingaletime changes

Mathematics Subject Classification ID

Brownian motion (60J65) Martingales with continuous parameter (60G44)

Related Items (1)

Representation of martingales under signed measures and the study of the classes ∑_s and ∑_s′

Cites Work

• A class of remarkable submartingales
• New classes of processes in stochastic calculus for signed measures
• Some contributions to the study of stochastic processes of the classes and
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