On some inequalities of local time (Q1345074): Difference between revisions
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Property / cites work: (Semi-) martingale inequalities and local times / rank | |||
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Property / cites work: Semi-martingale inequalities via the Garsia-Rodemich-Rumsey lemma, and applications to local times / rank | |||
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Property / cites work: Inequalities for a Pair of Processes Stopped at a Random Time / rank | |||
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Property / cites work: Semi-martingales et grossissement d'une filtration / rank | |||
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Revision as of 12:07, 23 May 2024
scientific article
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English | On some inequalities of local time |
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On some inequalities of local time (English)
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26 February 1995
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local time
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random time
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continuous semimartingale
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continuous local martingale
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