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

Fulgence Eyi Obiang, Paule Joyce Mbenangoye, Octave Moutsinga

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…