Octave Moutsinga

Characterization of a New Class of Stochastic Processes Including all Known Extensions of the Class (\(\Sigma\))

Fulgence Eyi Obiang, Paule Joyce Mbenangoye & Octave Moutsinga · Asian Journal of Probability and Statistics · 2022

The class (\(\Sigma\)) is an important family of semimartingales defined by Yor. These processes play a key role in the theory of probability and their applications. For instance, such processes are used to resolve the Skorokhod Imbedding Problem and to construct solutions for ho...