A local time inequality for martingales

Saul Jacka

Type: Book-Chapter

Publication Date: 1983-01-01

Citations: 4

DOI: https://doi.org/10.1007/bfb0068304

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Lecture notes in mathematics - View
French digital mathematics library (Numdam) - View - PDF

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Works That Cite This (2)

Action	Title	Year	Authors
+	References for Volumes 1 and 2	2000	L. C. G. Rogers David Williams
+	Semi-martingale inequalities via the Garsia-Rodemich-Rumsey lemma, and applications to local times	1982	Martin T. Barlow Marc Yor

Works Cited by This (5)

Action	Title	Year	Authors
+ PDF Chat	Séminaire de Probabilités X Université de Strasbourg	1976	Séminaire de probabilités Paul André Meyer
+	Semi-martingale inequalities via the Garsia-Rodemich-Rumsey lemma, and applications to local times	1982	Martin T. Barlow Marc Yor
+ PDF Chat	Random walks and a sojourn density process of Brownian motion	1963	Frank B. Knight
+ PDF Chat	Presentation Unifiee de Certaines Inegalites de la Theorie des Martingales	2002	E. Lenglart Dominique Lépingle Maurizio Pratelli
+	Un Cours sur les Intégrales Stochastiques	2002	P. A. Meyer