6 papers · 1 filter
A new class of stochastic processes with great potential for interesting applications
Fulgence Eyi Obiang, Paule Joyce Mbenangoya, Magloire Yorick Nguema MBA +1
This paper contributes to the study of a new and remarkable family of stochastic processes that we will term class . This class is potentially interesting because it unif…
Stochastic differential equations driven by relative martingales
Fulgence Eyi Obiang, Paule Joyce Mbenangoya, Ibrahima Faye +1
This paper contributes to the study of relative martingales. Specifically, for a closed random set , they are processes null on which decompose as , where is a cà…
Characterization of a new class of stochastic processes including all known extensions of the class
Fulgence Eyi Obiang, Paule Joyce Mbenangoye, Octave Moutsinga
This paper contributes to the study of class as well as the càdlàg semi-martingales of class , whose finite variational part is càdlàg instead of continuous. The two…
An ideal class to construct solutions for skew Brownian motion equations
Fulgence Eyi Obiang, Octave Moutsinga, Youssef Ouknine
This paper contributes to the study of stochastic processes of the class . First, we extend the notion of the above-mentioned class to càdlàg semi-martingales, whose finite va…
New contributions to the study of stochastic processes of the class
Fulgence Eyi Obiang, Octave Moutsinga, Youssef Youssef
In this paper, we contribute to the study of the class . In the first part of the paper, we provide new ways to characterize stochastic processes of the above mentioned class…
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 be the density of $\Qv$ with respect to $\Pv$. represents the set of zeros…