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A local time inequality for martingales

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Séminaire de Probabilités XVII 1981/82

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 986))

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References

  1. Barlow, M.T. and Yor, M.: (Semi-) Martingale inequalities and local times. Z. Wahrscheinlichkeitstheorie verw. Gebiete 55, 237–254 (1981).

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  3. Yor, M.: Sur la continuité des temps locaux associés à certaines semi-martingales. Temps Locaux. Astérisque. 52–53, 23–36 (1978).

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Authors and Affiliations

  1. Statistical Laboratory, University of Cambridge, 16 Mill Lane, CB2 1SB, Cambridge, England

    S. D. Jacka

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  1. S. D. Jacka
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Jacques Azéma Marc Yor

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© 1983 Springer-Verlag

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Jacka, S.D. (1983). A local time inequality for martingales. In: Azéma, J., Yor, M. (eds) Séminaire de Probabilités XVII 1981/82. Lecture Notes in Mathematics, vol 986. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0068304

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  • DOI: https://doi.org/10.1007/BFb0068304

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-12289-0

  • Online ISBN: 978-3-540-39614-7

  • eBook Packages: Springer Book Archive

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