scientific article; zbMATH DE number 3469813

MaRDI QIDQ4054460zbMATH OpenFDO

Authors Paul-André Meyer

Publication date 1974

Full work available at URL http://www.numdam.org/item?id=SPS_1974__8__310_0, https://eudml.org/doc/113016

Cited in

(5)

• Characterisation of honest times and optional semimartingales of class-\((\Sigma)\)
• Max-plus decomposition of supermartingales and convex order. Application to American options and portfolio insurance
• Repr�sentation multiplicative d'une surmartingale born�e
• Random times and multiplicative systems
• Characteristics and constructions of default times

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