On the study of processes of classes $\sum (H)$ and ${\sum }_s(H)$

Fulgence Eyi Obiang, Youssef Ouknine, Octave Moutsinga

In papers by Yor, a remarkable class $(\Sigma )$ of submartingales is introduced, which, up to technicalities, are submartingales $(X_t{)}_{t\ge 0}$ whose increasing process is carried b…