Quelques applications de la théorie générale des processus. I

Cites work

scientific article; zbMATH DE number 3272022 (Why is no real title available?)
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Markov processes and Martin boundaries. I
Noyau potentiel associé à une fonction excessive d'un processus de Markov
Processus de Markov: la frontière de Martin
Propri�t�s de continuit� fine des fonctions coexcessives
The exit measure of a supermartingale

Cited in

(25)

Multiplicative decompositions and frequency of vanishing of nonnegative submartingales
From the decompositions of a stopping time to risk premium decompositions
Study of a filtration expanded to include an honest time
Homogeneous Random Measures and a Weak Order for the Excessive Measures of a Markov Process
Some extensions of Norros' lemma in models with several defaults
Enlargements of filtrations and path decompositions at non stopping times
Random times and multiplicative systems
Generalized BSDE and reflected BSDE with random time horizon
Non-stopping times and stopping theorems
A fine domination principle for excessive measures
Default times, no-arbitrage conditions and changes of probability measures
On the excursions of Markov processes in classical duality
Théorie générale des processus et retournement du temps
A reading guide for last passage times with financial applications in view
Balayage and multiplicative functionals
Local risk minimization of contingent claims simultaneously exposed to endogenous and exogenous default times
A definition and some characteristic properties of pseudo-stopping times
On time reversal
On the equivalence of three potential principles for right Markov processes
Integral representations of martingales for progressive enlargements of filtrations
On the characterisation of honest times that avoid all stopping times
scientific article; zbMATH DE number 3574684 (Why is no real title available?)
Théoreme de Fatou et frontière de Martin
A default system with overspilling contagion
Change of measure up to a random time: details

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