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

dual predictable projectionLévy's kernellocal timeoptional projectionregenerative set

Mathematics Subject Classification ID

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

Cited in

(13)

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

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