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On the Barlow-Yor inequalities for local time

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

Abstract

An idea of Burkholder is used to give a simple proof of the Barlow-Yor martingale local time inequalities. Related inequalities are proved for some stable processes. See note at end.

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References

  1. Barlow, M.T. Continuity of Local Times for Lévy Processes. Zeitschrift. für Wahr. 69, 23–35, 1985.

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© 1987 Springer-Verlag

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Davis, B. (1987). On the Barlow-Yor inequalities for local time. 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/BFb0077636

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  • DOI: https://doi.org/10.1007/BFb0077636

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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