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Li, Libo; Rutkowski, Marek Random times and multiplicative systems. (English) Zbl 1277.60077 Stochastic Processes Appl. 122, No. 5, 2053-2077 (2012). MSC: 60G44 60G40 PDF BibTeX XML Cite \textit{L. Li} and \textit{M. Rutkowski}, Stochastic Processes Appl. 122, No. 5, 2053--2077 (2012; Zbl 1277.60077) Full Text: DOI OpenURL
Carraro, Laurent; El Karoui, Nicole; Obłój, Jan On Azéma-Yor processes, their optimal properties and the Bachelier-drawdown equation. (English) Zbl 1239.60031 Ann. Probab. 40, No. 1, 372-400 (2012). Reviewer: Dominique Lepingle (Orléans) MSC: 60G44 60H10 PDF BibTeX XML Cite \textit{L. Carraro} et al., Ann. Probab. 40, No. 1, 372--400 (2012; Zbl 1239.60031) Full Text: DOI arXiv OpenURL
Karr, A. F.; Pittenger, A. O. Structural properties of randomized times. (English) Zbl 0597.60068 Probab. Theory Relat. Fields 72, 395-415 (1986). Reviewer: H.Gzyl MSC: 60J55 60G40 PDF BibTeX XML Cite \textit{A. F. Karr} and \textit{A. O. Pittenger}, Probab. Theory Relat. Fields 72, 395--415 (1986; Zbl 0597.60068) Full Text: DOI OpenURL