On the Barlow-Yor inequalities for local time

Burgess Davis

Séminaire de probabilités de Strasbourg (1987)

  • Volume: 21, page 218-220

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Davis, Burgess. "On the Barlow-Yor inequalities for local time." Séminaire de probabilités de Strasbourg 21 (1987): 218-220. <http://eudml.org/doc/113593>.

@article{Davis1987,
author = {Davis, Burgess},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {stopping time; local time of a standard Brownian motion; inequalities},
language = {eng},
pages = {218-220},
publisher = {Springer - Lecture Notes in Mathematics},
title = {On the Barlow-Yor inequalities for local time},
url = {http://eudml.org/doc/113593},
volume = {21},
year = {1987},
}

TY - JOUR
AU - Davis, Burgess
TI - On the Barlow-Yor inequalities for local time
JO - Séminaire de probabilités de Strasbourg
PY - 1987
PB - Springer - Lecture Notes in Mathematics
VL - 21
SP - 218
EP - 220
LA - eng
KW - stopping time; local time of a standard Brownian motion; inequalities
UR - http://eudml.org/doc/113593
ER -

References

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  1. [1] Barlow, M.T.Continuity of Local Times for Lévy Processes. Zeitschrift. für Wahr.69, 23-35, 1985. Zbl0561.60076MR775850
  2. [2] Barlow, M.T., and Yor, M.(Semi-) Martingale inequalities and local times. Zeitschrift für Warh.55, 237-254, 1981. Zbl0451.60050MR608019
  3. [3] Barlow, M.T., and Yor, M.Semimartingale inequalities via the Garsia-Rodermich-Rumsey lemma, and applications to local times. Journal Funct. Anal.49, 198-229, 1982. Zbl0505.60054MR680660
  4. [4] Burkholder, D.L.Exit times of Brownian Motion, Harmonic Majorization, and Hardy Spaces. Advances in Math.26, 182-205, 1977. Zbl0372.60112MR474525
  5. [5] Durrett, R.Brownian motion and martingales in analysis. Wadsworth, NY, 1985. Zbl0554.60075MR750829
  6. [6] Trotter, H.F.. A property of Brownian motion paths. Ill. J. Math.2. 425-433, 1985. Zbl0117.35502MR96311

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