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On the tails of the supremum and the quadratic variation of strictly local martingales

Part of the Lecture Notes in Mathematics book series (SEMPROBAB,volume 1655)

Keywords

  • Brownian Motion
  • Quadratic Variation
  • Tauberian Theorem
  • Local Martingale
  • Bessel Process

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References

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© 1997 Springer-Verlag Berlin Heidelberg

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Elworthy, K.D., Li, X.M., Yor, M. (1997). On the tails of the supremum and the quadratic variation of strictly local martingales. In: Azéma, J., Yor, M., Emery, M. (eds) Séminaire de Probabilités XXXI. Lecture Notes in Mathematics, vol 1655. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0119298

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  • DOI: https://doi.org/10.1007/BFb0119298

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  • Publisher Name: Springer, Berlin, Heidelberg

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