(Semi-) martingale inequalities and local times

Author:

Barlow M. T.,Yor M.

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability,Analysis,General Mathematics,Statistics and Probability,Analysis

Reference15 articles.

1. Azéma, J., Gundy, R.F., Yor, M.: Sur l'intégrabilité uniforme des martingales continues. Sém. Probab. XIV, Lect. Notes in Maths 784, Berlin-Heidelberg-New York: Springer 1980

2. Knight, F.: Random walks and the sojourn density process of Brownian motion. Trans. Amer. Math. Soc. 109, 56?86 (1963)

3. Lenglart, E.: Relation de domination entre deux processus, Ann. Inst. H. Poincaré, XIII, 2, 171?179 (1977)

4. Lenglart, E., Lépingle, D., Pratelli, M.: Présentation unifiée de certaines inégalités de la théorie des martingales. Sém. Probab. XIV, Lect. Notes in Maths 784, Berlin-Heidelberg-New York: Springer 1980

5. Meyer, P.A.: Probabilités et potentiel. Paris: Hermann 1966

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