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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© 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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