scientific article; zbMATH DE number 3675051

MaRDI QIDQ3871645zbMATH OpenFDO

Authors Nicole El Karoui, Gerard Weidenfeld

Publication date 1977

Full work available at URL http://www.numdam.org/item?id=SPS_1977__11__79_0, https://eudml.org/doc/113142

zbMATH Keywords

change of time parameter

Mathematics Subject Classification ID

General theory of stochastic processes (60G07) Stopping times; optimal stopping problems; gambling theory (60G40) Local time and additive functionals (60J55)

Cited in

(2)

• Max-plus decomposition of supermartingales and convex order. Application to American options and portfolio insurance
• Changements de temps de processus de markov

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