Article PDF
References
Barlow, M.T., Yor, M.: (Semi-) martingale inequalities and local times. Z. Wahrscheinlich-keitstheorie verw. Gebiete 55, 237–254 (1981)
Barlow, M.T., Yor, M.: Semimartingale inequalities via the Garsia-Rodemich-Rumsey Lemma, and applications to local times. J. Funct. Anal. 49, 198–229 (1982)
Brémaud, P., Yor, M.: Changes of filtration and probability measures. Z. Wahrscheinlich-keitstheorie verw. Gebiete 45, 109–133 (1978)
Jacod, J.: Calcul Stochastique et Problèmes de Martingales. Lect. Notes in Math. 714. Berlin-Heidelberg-New York: Springer 1979
Jeulin, T., Yor, M.: Nouveaux resultats sur le grossissement des tribus. Ann. Sci. Ecole Norm. Sup., 4th series, 11, 429–443 (1978)
Lenglart, E., Lépingle, D., Pratelli, M.: Présentation unifiée de certaines inegalités de la théorie des martingales. Sem. Prob. XIV, Lect. Notes in Maths. 784, Berlin-Heidelberg-New York: Springer 1980
Monroe, I.: On embedding right continuous martingales in Brownian motion. Ann. Math. Statist. 43, 1293–1311 (1972)
Monroe, I.: Processes that can be embedded in Brownian motion. Ann. Probability 6, 42–56 (1978)
Yor, M.: Sur la continuité de temps locaux associés à certaines semi-martingales. In: Temps Locaux, Asterisque 52–53 (1978)
Yor, M.: Les inegalités de sous-martingales comme consequences de la relation de domination. Stochastics 3, 1–15 (1979)
Author information
Authors and Affiliations
Rights and permissions
About this article
Cite this article
Barlow, M.T. Inequalities for upcrossings of semimartingales via skorohod embedding. Z. Wahrscheinlichkeitstheorie verw Gebiete 64, 457–473 (1983). https://doi.org/10.1007/BF00534951
Received:
Issue Date:
DOI: https://doi.org/10.1007/BF00534951