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Séminaire de Probabilités XXI pp 206–217Cite as

L p inequalities for functionals of Brownian motion

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Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 1247))

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References

  1. M.T. Barlow. Inequalities for upcrossings of semimartingales via Skorokhod embedding. Z. Wahrscheinlichkeitstheorie 64 (1983) 457–473.

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Authors and Affiliations

  1. Department of Mathematics, University of Washington, 98195, Seattle, WA

    Richard Bass

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  1. Richard Bass
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Jacques Azéma Marc Yor Paul André Meyer

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© 1987 Springer-Verlag

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Bass, R. (1987). L p inequalities for functionals of Brownian motion. In: Azéma, J., Yor, M., Meyer, P.A. (eds) Séminaire de Probabilités XXI. Lecture Notes in Mathematics, vol 1247. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0077635

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  • DOI: https://doi.org/10.1007/BFb0077635

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-17768-5

  • Online ISBN: 978-3-540-47814-0

  • eBook Packages: Springer Book Archive

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