New classes of processes in stochastic calculus for signed measures

Fulgence Eyi Obiang, Youssef Ouknine, Octave Moutsinga

Let us consider a signed measure $\Qv$ and a probability measure $\Pv$ such that $\Qv<<\Pv$. Let $D$ be the density of $\Qv$ with respect to $\Pv$. $H$ represents the set of zeros…