{"paper":{"title":"New classes of processes in stochastic calculus for signed measures","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"math.PR","authors_text":"Fulgence Eyi Obiang, Octave Moutsinga, Youssef Ouknine","submitted_at":"2012-07-10T09:42:07Z","abstract_excerpt":"Let us consider a signed measure $\\Qv$ and a probability measure $\\Pv$ such that $\\Qv<<\\Pv$. Let $D$ be the density of $\\Qv$ with respect to $\\Pv$. $H$ represents the set of zeros of $D$, $\\bar{g}=0\\vee\\sup{H}$. In this paper, we shall consider two classes of nonnegative processes of the form $X_{t}=N_{t}+A_{t}$. The first one is the class of semimartingales where $ND$ is a cadlag local martingale and $A$ is a continuous and non-decreasing process such that $(dA_{t})$ is carried by $H\\cup\\{t: X_{t}=0\\}$. The second one is the case where $N$ and $A$ are null on $H$ and $A_{.+\\bar{g}}$ is a non-"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1207.2281","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}