MEASURING THE "NON-STOPPING TIMENESS" OF ENDS OF PREVISIBLE SETS

dc.citation.epage	1599	en_US
dc.citation.issue	5	en_US
dc.citation.spage	1589	en_US
dc.citation.volume	16	en_US
dc.citation.woscount	0
dc.contributor.author	Wu, Ching-Tang	en_US
dc.contributor.author	Yen, Ju-Yi	en_US
dc.contributor.author	Yor, Marc	en_US
dc.contributor.department	應用數學系	zh_TW
dc.contributor.department	Department of Applied Mathematics	en_US
dc.date.accessioned	2014-12-08T15:28:35Z
dc.date.available	2014-12-08T15:28:35Z
dc.date.issued	2012-10-01	en_US
dc.description.abstract	In this paper, we propose some "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.	en_US
dc.identifier.issn	1027-5487	en_US
dc.identifier.journal	TAIWANESE JOURNAL OF MATHEMATICS	en_US
dc.identifier.uri	https://ir.lib.nycu.edu.tw/handle/11536/20686
dc.identifier.wosnumber	WOS:000311814600001
dc.language.iso	en_US	en_US
dc.subject	Azema supermartingale	en_US
dc.subject	Last passage times	en_US
dc.subject	Non-stopping time	en_US
dc.title	MEASURING THE "NON-STOPPING TIMENESS" OF ENDS OF PREVISIBLE SETS	en_US
dc.type	Article	en_US

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