  This paper contributes to the study of class $(\Sigma^{r})$ as well as the
c\`adl\`ag semi-martingales of class $(\Sigma)$, whose finite variational part
is c\`adl\`ag instead of continuous. The two above-mentioned classes of
stochastic processes are extensions of the family of c\`adl\`ag
semi-martingales of class $(\Sigma)$ considered by Nikeghbali \cite{nik} and
Cheridito et al. \cite{pat}; i.e., they are processes of the class $(\Sigma)$,
whose finite variational part is continuous. The two main contributions of this
paper are as follows. First, we present a new characterization result for the
stochastic processes of class $(\Sigma^{r})$. More precisely, we extend a known
characterization result that Nikeghbali established for the non-negative
sub-martingales of class $(\Sigma)$, whose finite variational part is
continuous (see Theorem 2.4 of \cite{nik}). Second, we provide a framework for
unifying the studies of classes $(\Sigma)$ and $(\Sigma^{r})$. More precisely,
we define and study a new larger class that we call class $(\Sigma^{g})$. In
particular, we establish two characterization results for the stochastic
processes of the said class. The first one characterizes all the elements of
class $(\Sigma^{g})$. Hence, we derive two corollaries based on this result,
which provides new ways to characterize classes $(\Sigma)$ and $(\Sigma^{r})$.
The second characterization result is, at the same time, an extension of the
above mentioned characterization result for class $(\Sigma^{r})$ and of a known
characterization result of class $(\Sigma)$ (see Theorem 2 of \cite{fjo}). In
addition, we explore and extend the general properties obtained for classes
$(\Sigma)$ and $(\Sigma^{r})$ in \cite{nik,pat,mult, Akdim}.
