scientific article; zbMATH DE number 3897934

MaRDI QIDQ3676901zbMATH OpenFDO

Authors Jacques Azema

Publication date 1985

Full work available at URL http://www.numdam.org/item?id=SPS_1985__19__397_0, https://eudml.org/doc/113535

zbMATH Keywords

local timeregenerative setoptional projectiondual predictable projectionLévy's kernel

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Random measures (60G57) Martingales with continuous parameter (60G44) Local time and additive functionals (60J55) General theory of stochastic processes (60G07)

Cited in

(12)

• BSDEs driven by normal martingale
• Filtration shrinkage by level-crossings of a diffusion
• Constructing Self-Similar Martingales via Two Skorokhod Embeddings
• Azéma's martingale
• Multi-armed bandits in discrete and continuous time
• An explicit Skorokhod embedding for the age of Brownian excursions and Azéma martingale.
• Systèmes de sortie \(({\mathcal F}_{D_ t})\) prévisibles. (\(({\mathcal F}_{D_ t})\)-predictable exit systems)
• Doubly reflected BSDEs driven by RCLL martingales under stochastic Lipschitz coefficient
• scientific article; zbMATH DE number 18207 (Why is no real title available?)
• On the path structure of a semimartingale arising from monotone probability theory
• Functional asymptotic behavior of some random multilinear forms
• On time reversal

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