New classes of processes in stochastic calculus for signed measures-Reference-Cited by-同舟云学术

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New classes of processes in stochastic calculus for signed measures

Published:2013-02-22 Issue:1 Volume:86 Page:70-86
ISSN:1744-2508
Container-title:Stochastics
language:en
Short-container-title:Stochastics

Author:

Eyi Obiang Fulgence¹²,Ouknine Youssef¹³,Moutsinga Octave²

Affiliation:

1. Département de Mathématiques, Faculté des Sciences Semlalia de Marrakech, Université Cadi Ayyad de Marrakesh, Marrakech, 40000, Morocco

2. Département de Mathématiques, Université des Sciences et Techniques de Masuku, Franceville, Gabon

3. Hassan II Academy of Sciences and Technologies, Rabat, Morocco

Publisher

Informa UK Limited

Subject

Modeling and Simulation,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/17442508.2012.757616

Reference5 articles.

1. A class of remarkable submartingales

2. Doob's maximal identity, multiplicative decompositions and enlargements of filtrations

Cited by 5 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Resolution of the skew Brownian motion equations with stochastic calculus for signed measures;Stochastic Analysis and Applications;2020-12-06

2. Time-Changed Local Martingales Under Signed Measures;Journal of Theoretical Probability;2020-03-10

3. Representation of martingales under signed measures and the study of the classes ∑s and ∑s′;Stochastics;2020-01-16

4. Some contributions to the study of stochastic processes of the classes and;Stochastics;2017-03-30

5. On the Study of Processes of $$\sum (H)$$ ∑ ( H ) and $$\sum _\mathrm{s}(H)$$ ∑ s ( H ) Classes;Journal of Theoretical Probability;2015-09-11

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