| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1156801 | Stochastic Processes and their Applications | 2011 | 15 Pages |
Abstract
In this article, we consider the properties of hitting times for GG-martingales and the stopped processes. We prove that the stopped processes for GG-martingales are still GG-martingales and that the hitting times for a class of GG-martingales including one-dimensional GG-Brownian motion are quasi-continuous. As an application, we improve the GG-martingale representation theorems of [7].
Keywords
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Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Yongsheng Song,