Measuring the "non-stopping timeness" of ends of previsible sets

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dc.creatorYen, Ju-Yi
dc.creatorYor, Marc
dc.date2008-10-06
dc.date.accessioned2026-07-07T12:06:03Z
dc.date.available2026-07-07T12:06:03Z
dc.descriptionIn this paper, we propose several "measurements" of the "non-stopping timeness" of ends g of previsible sets, such that g avoids stopping times, in an ambiant filtration. We then study several explicit examples, involving last passage times of some remarkable martingales.
dc.description7 pages, 3 figures
dc.identifierhttps://arxiv.org/abs/0810.1059
dc.identifierhttp://arxiv.org/abs/0810.1059
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/208545
dc.subjectProbability
dc.subjectStatistical Finance
dc.subject60G
dc.titleMeasuring the "non-stopping timeness" of ends of previsible sets
dc.typetext

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