scientific article; zbMATH DE number 140555

zbMATH Open0765.60037MaRDI QIDQ4028982FDOQ4028982

Authors: Jacques Azema, Marc Yor, Paul-André Meyer 

Publication date: 28 March 1993

Full work available at URL: http://www.numdam.org/item?id=SPS_1992__26__307_0

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zbMATH Keywords

semimartingalescontinuous martingalepositive submartingale

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44)

Cited In (11)

• Multiplicative decompositions and frequency of vanishing of nonnegative submartingales
• Characterization of submartingales of a new class (Σ^r)
• Enlargements of filtrations and path decompositions at non stopping times
• Random times with given survival probability and their \(\mathbb F\)-martingale decomposition formula
• Non-stopping times and stopping theorems
• On the Set of Zeros of Certain Semi-Martingales
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• A reading guide for last passage times with financial applications in view
• On some universal \(\sigma\)-finite measures related to a remarkable class of submartingales
• On some properties of universal sigma-finite measures associated with a remarkable class of submartingales
• Change of measure up to a random time: details

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