A note on the good lambda inequalities

Saul D. Jacka

Séminaire de probabilités de Strasbourg (1989)

  • Volume: 23, page 57-65

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Jacka, Saul D.. "A note on the good lambda inequalities." Séminaire de probabilités de Strasbourg 23 (1989): 57-65. <http://eudml.org/doc/113704>.

@article{Jacka1989,
author = {Jacka, Saul D.},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {increasing process; Brownian motion; good-lambda inequalities},
language = {eng},
pages = {57-65},
publisher = {Springer - Lecture Notes in Mathematics},
title = {A note on the good lambda inequalities},
url = {http://eudml.org/doc/113704},
volume = {23},
year = {1989},
}

TY - JOUR
AU - Jacka, Saul D.
TI - A note on the good lambda inequalities
JO - Séminaire de probabilités de Strasbourg
PY - 1989
PB - Springer - Lecture Notes in Mathematics
VL - 23
SP - 57
EP - 65
LA - eng
KW - increasing process; Brownian motion; good-lambda inequalities
UR - http://eudml.org/doc/113704
ER -

References

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  1. [1] J. Azéma, R.F. Gundy,and M. Yor: Sur l'intégrabilité uniforme des martingales continues. Sém. de Prob. XIV, LNM784, Springer (1980). Zbl0442.60046MR580108
  2. [2] R. Bass: Lp-inequalities for functionals of Brownian motion. Sém. de Prob. XXI, LNM1247, Springer (1987). Zbl0616.60046MR941984
  3. [3] M.T. Barlow, S.D. Jacka and M. Yor: Inequalities for a pair of processes stopped at a random time. Proc. LMS, (3), 52 (1986),142-172. Zbl0585.60055MR812449
  4. [4] M.T. Barlow and M. Yor: Semi-martingale inequalities via the Garsia-Rodemich-Rumsey Lemma and applications to local times. J. Func. Anal, 49 (1982), 198-229. Zbl0505.60054MR680660
  5. [5] D.L. Burkholder: Distribution function inequalities for martingales. Ann. Prob.,1 (1973),19-42. Zbl0301.60035MR365692
  6. [6] B. Davis: On the Lp-norms of stochastic integrals and other martingales. Duke Math. J., 43 (1976), 697-704. Zbl0349.60061MR418219
  7. [7] B. Davis: On the Barlow-Yor inequalities for local time. Sém. de Prob. XXI, LNM1247, Springer (1987). Zbl0617.60041MR941985
  8. [8] S.D. Jacka and G.O. Roberts: Conditional diffusions: their generators and limit laws. Warwick research report no. 127 (1988). 
  9. [9] E. Lenglart, D. Lépingle and M. Pratelli: Présentation unifiée de certaines inégalités de la théorie des martingales. Sém. de Prob. XIV, LNM784, Springer (1980). Zbl0427.60042MR580107

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