A local time inequality for martingales

Saul D. Jacka

Séminaire de probabilités de Strasbourg (1983)

  • Volume: 17, page 106-116

How to cite


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

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},

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 -


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  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

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