A local time inequality for martingales

Saul D. Jacka

Séminaire de probabilités de Strasbourg (1983)

  • Volume: 17, page 106-116

How to cite

top

Jacka, Saul D.. "A local time inequality for martingales." Séminaire de probabilités de Strasbourg 17 (1983): 106-116. <http://eudml.org/doc/113425>.

@article{Jacka1983,
author = {Jacka, Saul D.},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {local time},
language = {eng},
pages = {106-116},
publisher = {Springer - Lecture Notes in Mathematics},
title = {A local time inequality for martingales},
url = {http://eudml.org/doc/113425},
volume = {17},
year = {1983},
}

TY - JOUR
AU - Jacka, Saul D.
TI - A local time inequality for martingales
JO - Séminaire de probabilités de Strasbourg
PY - 1983
PB - Springer - Lecture Notes in Mathematics
VL - 17
SP - 106
EP - 116
LA - eng
KW - local time
UR - http://eudml.org/doc/113425
ER -

References

top
  1. [1] Barlow, M.T. and Yor, M.: (Semi-) Martingale inequalities and local times. Z. Wahrscheinlichkeitstheorie verw. Gebiete55, 237-254 (1981). Zbl0451.60050MR608019
  2. [2] Barlow, M.T. and Yor, M.: Semimartingale inequalities via the Garsia-Rodemich-Rumsey lemma, and applications to local times. (To appear in Journal of Funct. Anal.) Zbl0505.60054MR680660
  3. [3] Yor, M. : Sur la continuité des temps locaux associés à certaines semi-martingales. Temps Locaux. Astérisque. 52-53, 23-36 (1978). 
  4. [4] Lenglart, E., Lépingle, D., Pratelli, M.: Présentation unifiée de certaines inégalités de la théorie des martingales. Sém. Probab. XIV, Lect. Notes in Maths.784, Berlin-Heidelberg-New York : Springer (1980). Zbl0427.60042MR580107
  5. [5] Azéma, J. and Yor, M.: En guise d'introduction. Temps Locaux. Astérisque52-53, 3-16 (1978) MR509476
  6. [6] Yor, M.: Rappels et préliminaires généraux. Temps Locaux. Astérisque52-53, 17-22 (1978) MR509476
  7. [7] Ray, D.: Sojourn times of diffusion processes. Ill.J.Math.7, 615-630 (1963). Zbl0118.13403MR156383
  8. [8] Knight, F.: Random walks and the sojourn density process of brownian motion. Trans. Amer. Math. Soc.109, 58-86 (1963). Zbl0119.14604MR154337
  9. [9] Meyer, P.A..: Un cours sur les intégrales stochastiques. Sém. Probab. Strasbourg XLect. Notes in Maths.511, Berlin-Heidelberg-New York : Springer (1976) Zbl0374.60070MR501332
  10. [10] Jacod, J.: Calcul Stochastique et Problèmes de MartingalesLect. Notes in Maths714, Berlin-Heidelberg-New York : Springer (1979). Zbl0414.60053MR542115
  11. [11] Dellacherie, C. and Meyer, P.A.: Probability and PotentialAmsterdam-New York-Oxford : North Holland (1978). Zbl0494.60001MR521810

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

                
Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.