L p inequalities for functionals of brownian motion

Richard F. Bass

Séminaire de probabilités de Strasbourg (1987)

  • Volume: 21, page 206-217

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Bass, Richard F.. "$L_p$ inequalities for functionals of brownian motion." Séminaire de probabilités de Strasbourg 21 (1987): 206-217. <http://eudml.org/doc/113592>.

@article{Bass1987,
author = {Bass, Richard F.},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {local time; time change; quadratic variation; upcrossings},
language = {fre},
pages = {206-217},
publisher = {Springer - Lecture Notes in Mathematics},
title = {$L_p$ inequalities for functionals of brownian motion},
url = {http://eudml.org/doc/113592},
volume = {21},
year = {1987},
}

TY - JOUR
AU - Bass, Richard F.
TI - $L_p$ inequalities for functionals of brownian motion
JO - Séminaire de probabilités de Strasbourg
PY - 1987
PB - Springer - Lecture Notes in Mathematics
VL - 21
SP - 206
EP - 217
LA - fre
KW - local time; time change; quadratic variation; upcrossings
UR - http://eudml.org/doc/113592
ER -

References

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  1. 1. M.T. Barlow. Inequalities for upcrossings of semimartingales via Skorokhod embedding. Z. Wahrscheinlichkeitstheorie64 (1983) 457-473. Zbl0525.60058MR717754
  2. 2. M.T. Barlow. A maximal inequality for upcrossings of a continuous martingale. Z. Wahrscheinlichkeitstheorie67 (1984) 169-173. Zbl0571.60059MR758071
  3. 3. M.T. Barlow and M. Yor. (Semi-) Martingale inequalities and local times. Z. Wahrscheinlichkeitstheorie55 (1981) 237-281. Zbl0451.60050MR608019
  4. 4. M.T. Barlow and M. Yor. (Semi-) Martingale inequalities via the Garsia-Rodemich-Rumsey lemma and applications to local times. J. Funct. Anal.49 (1982) 198-229. Zbl0505.60054MR680660
  5. 5. D.L. Burkholder. Distribution function inequalities for martingales. Ann. Probability1 (1973) 19-42. Zbl0301.60035MR365692
  6. 6. R. Fefferman, R.F. Gundy, M. Silverstein, E. Stein. Inequalities for ratios of functionals of harmonic functions. Proc. Nat. Acad. Sci. USA79 (1982) 7958-7960. Zbl0512.31008MR687499
  7. 7. E. Perkins. A global intrinsic characterization of Brownian local times. Ann. Probability9 (1981) 800-817. Zbl0469.60081MR628874
  8. 8. L.C.G. Rogers. Williams' characterisation of the Brownian excursion law: proof and applications. Séminaire de Probabilités XV, LNM850, Springer, Berlin, 1981. Zbl0462.60078MR622566
  9. 9. M. Yor. Application de la relation de domination à certains renforcements des inégalités de martingales. Seminaire de Probabilités XVI , LNM920, Springer, Berlin, 1982. Zbl0479.60050MR658685

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