Publication: A class of remarkable submartingales
A class of remarkable submartingales
Date
Date
Date
Citations
Nikeghbali, A. (2006). A class of remarkable submartingales. Stochastic Processes and Their Applications, 116(6), 917–938. https://doi.org/10.1016/j.spa.2005.12.003
Abstract
Abstract
Abstract
In this paper, we consider the special class of positive local submartingales (Xt) of the form Xt=Nt+At, where the measure View the MathML source is carried by the set {t:Xt=0}. We show that many examples of stochastic processes studied in the literature are in this class and propose a unified approach based on martingale techniques for studying them. In particular, we establish some martingale characterizations for these processes and compute explicitly some distributions involving the pair (Xt,At). We also associate with X a solutio
Additional indexing
Creators (Authors)
- Nikeghbali, A
Journal/Series Title
Journal/Series Title
Journal/Series Title
Volume
Volume
Volume
Number
Number
Number
Page range/Item number
Page range/Item number
Page range/Item number
Page end
Page end
Page end
Item Type
Item Type
Item Type
In collections
Language
Language
Language
Publication date
Publication date
Publication date
Date available
Date available
Date available
ISSN or e-ISSN
ISSN or e-ISSN
ISSN or e-ISSN
OA Status
OA Status
OA Status
Publisher DOI
Related URLs
Related URLs
Related URLs
Citations
Nikeghbali, A. (2006). A class of remarkable submartingales. Stochastic Processes and Their Applications, 116(6), 917–938. https://doi.org/10.1016/j.spa.2005.12.003
