On some universal σ-finite measures related to a remarkable class of submartingales
Year of publication: |
2012
|
---|---|
Authors: | Najnudel, Joseph ; Nikeghbali, Ashkan |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 122.2012, 4, p. 1582-1600
|
Publisher: |
Elsevier |
Subject: | Martingale | Submartingale of class (Σ) | σ-finite measure | Last hitting time | Doob’s optional stopping theorem |
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