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 $(\Sigma )$, defined on a filtered probability space $(\Omega ,\mathcal{F},\mathbb{P},({\mathcal{F}}_t{)}_{t\ge 0})$, which satisfie…