Characterization of submartingales of a new class (Σr)
From MaRDI portal
Publication:4639184
DOI10.1080/07362994.2018.1429932zbMath1390.60123OpenAlexW2793862484MaRDI QIDQ4639184
Khadija Akdim, M'hamed Eddahbi, Mouna Haddadi
Publication date: 3 May 2018
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362994.2018.1429932
General theory of stochastic processes (60G07) Stochastic integrals (60H05) Martingales and classical analysis (60G46)
Cites Work
- A direct proof of the Bichteler-Dellacherie theorem and connections to arbitrage
- Pitman type theorem for one-dimensional diffusion processes
- A class of remarkable submartingales
- Les inegalites de sous-martingales, comme consequences de la relation de domination
- Semimartingale Models of Stochastic Optimal Control, with Applications to Double Martingales
- Processes of Class Sigma, Last Passage Times, and Drawdowns
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item