Characterization of a new class of stochastic processes including all known extensions of the class \((\Sigma)\)

• Published in: arXiv.org
• Main Authors: Fulgence Eyi Obiang, Paule Joyce Mbenangoye, Moutsinga, Octave
• Format: Paper
• Language: English
• Published: Ithaca Cornell University Library, arXiv.org 26.08.2021
• Subjects: Martingales; Stochastic models; Stochastic processes; Theorems

This paper contributes to the study of class \((\Sigma^{r})\) as well as the càdlàg semi-martingales of class \((\Sigma)\), whose finite variational part is càdlàg instead of continuous. The two above-mentioned classes of stochastic processes are extensions of the family of càdlàg semi-martingales o...