• Title of article

    Properties of hitting times for -martingales and their applications

  • Author/Authors

    Song، نويسنده , , Yongsheng، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2011
  • Pages
    15
  • From page
    1770
  • To page
    1784
  • Abstract
    In this article, we consider the properties of hitting times for G -martingales and the stopped processes. We prove that the stopped processes for G -martingales are still G -martingales and that the hitting times for a class of G -martingales including one-dimensional G -Brownian motion are quasi-continuous. As an application, we improve the G -martingale representation theorems of [7].
  • Keywords
    G -martingale , Stopping time , Stopped process
  • Journal title
    Stochastic Processes and their Applications
  • Serial Year
    2011
  • Journal title
    Stochastic Processes and their Applications
  • Record number

    1578430