scientific article; zbMATH DE number 140554
From MaRDI portal
Publication:4028981
Recommendations
Cited in
(19)- Time-changed local martingales under signed measures
- An ideal class to construct solutions for skew Brownian motion equations
- Enlargements of filtrations and path decompositions at non stopping times
- On three methods for analytic Laplace inversion in the framework of Brownian motion and their excursions
- On the Set of Zeros of Certain Semi-Martingales
- A reading guide for last passage times with financial applications in view
- scientific article; zbMATH DE number 4109754 (Why is no real title available?)
- scientific article; zbMATH DE number 39359 (Why is no real title available?)
- scientific article; zbMATH DE number 140555 (Why is no real title available?)
- scientific article; zbMATH DE number 148790 (Why is no real title available?)
- Some contributions to the study of stochastic processes of the classes (H) and ()
- Characterization of submartingales of a new class (^r)
- Representation of martingales under signed measures and the study of the classes \(\sum_s\) and \(\sum'_s\)
- On the study of processes of \(\sum (H)\) and \(\sum_{\mathrm{s}}(H)\) classes
- Resolution of the skew Brownian motion equations with stochastic calculus for signed measures
- On some properties of universal sigma-finite measures associated with a remarkable class of submartingales
- A class of remarkable submartingales
- Multiplicative decompositions and frequency of vanishing of nonnegative submartingales
- Non-stopping times and stopping theorems
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4028981)
