77 citations · 222 across the 43 of their papers we have counts for
8 papers · 1 filter
A new construction of the -finite measures associated with submartingales of class
Joseph Najnudel, Ashkan Nikeghbali
In a previous paper, we proved that for any submartingale of class , defined on a filtered probability space $(Ω, \mathcal{F}, \mathbb{P}, (\mathcal{F}_t)_{…
A remarkable -finite measure associated with last passage times and penalisation problems
Joseph Najnudel, Ashkan Nikeghbali
In this paper, we give a global view of the results we have obtained in relation with a remarkable class of submartingales, called , and its links with a universal sigma-finit…
On penalisation results related with a remarkable class of submartingales
Joseph Najnudel, Ashkan Nikeghbali
Is this paper we study penalisations of diffusions satisfying some technical conditions, generalizing a result obtained by Najnudel, Roynette and Yor. If one of these diffusions ha…
On some properties of a universal sigma-finite measure associated with a remarkable class of submartingales
Joseph Najnudel, Ashkan NIkeghbali
In a previous work, we associated with any submartingale of class , defined on a filtered probability space sati…
A new kind of augmentation of filtrations
Joseph Najnudel, Ashkan Nikeghbali
Let be a filtered probability space satisfying the usual assumptions: it is usually not possible to extend to $\mathcal{F}_{…
On some universal sigma finite measures and some extensions of Doob's optional stopping theorem
Joseph Najnudel, Ashkan Nikeghbali
In this paper, we associate, to any submartingale of class , defined on a filtered probability space , which satisfie…