A maximal inequality for martingale local times
Séminaire de probabilités de Strasbourg (1987)
- Volume: 21, page 221-229
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topJacka, Saul D.. "A maximal inequality for martingale local times." Séminaire de probabilités de Strasbourg 21 (1987): 221-229. <http://eudml.org/doc/113594>.
@article{Jacka1987,
author = {Jacka, Saul D.},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {continuous local martingale; maximal inequality; local times},
language = {eng},
pages = {221-229},
publisher = {Springer - Lecture Notes in Mathematics},
title = {A maximal inequality for martingale local times},
url = {http://eudml.org/doc/113594},
volume = {21},
year = {1987},
}
TY - JOUR
AU - Jacka, Saul D.
TI - A maximal inequality for martingale local times
JO - Séminaire de probabilités de Strasbourg
PY - 1987
PB - Springer - Lecture Notes in Mathematics
VL - 21
SP - 221
EP - 229
LA - eng
KW - continuous local martingale; maximal inequality; local times
UR - http://eudml.org/doc/113594
ER -
References
top- [1] Azéma, J. and Yor M., En guise d'introduction. Temps Iocaux Astérisque52-53, 3-16 (1978). MR509476
- [2] Barlow, M.T. and Yor M., Semimartingale Inequalities via the Garsia-Rodemich-Rumsey Lemma. J. Funct. Anal., 49, 198-229 (1982). Zbl0505.60054MR680660
- [3] Jacka, S.D.A Local Time Inequality for Martingales. Sém. Probab. XVII, Lecture Notes in Maths986. Berlin-Heidelberg-New York:Springer (1983). Zbl0524.60052MR770401
- [4] Yor M., Rappels et préliminaries généraux. Temps Locaux Astérisque 52-53, 17-22 (1978). MR509476
- [5] Yor M., Sur la continuité des temps locaux associés à certaines semimartingales. Ibid. 23-36.
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