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A maximal inequality for martingale local times

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

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References

  1. AZÉMA, J. and YOR, M. En guise d'introduction. Temps Locaux Astérisque 52–53, 3–16 (1978).

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  2. BARLOW, M.T. and YOR, M. Semimartingale Inequalities via the Garsia-Rodemich-Rumsey Lemma. J. Funct. Anal., 49, 198–229 (1982).

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  3. JACKA, S.D. A Local Time Inequality for Martingales. Sém. Probab. XVII, Lecture Notes in Maths 986. Berlin-Heidelberg-New York: Springer (1983).

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  4. YOR, M. Rappels et préliminaries généraux. Temps Locaux Astérisque 52–53, 17–22 (1978).

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  5. YOR, M. Sur la continuité des temps locaux associés à certaines semimartingales. Ibid. 23–36.

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© 1987 Springer-Verlag

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Jacka, S.D. (1987). A maximal inequality for martingale local times. 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/BFb0077637

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  • DOI: https://doi.org/10.1007/BFb0077637

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