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
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
Journal title :
Stochastic Processes and their Applications