A maximal inequality for upcrossings of a continuous martingale
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Publication:3687445
DOI10.1007/BF00535266zbMath0571.60059OpenAlexW2084341257MaRDI QIDQ3687445
Publication date: 1984
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf00535266
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Cites Work
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- Semi-martingale inequalities via the Garsia-Rodemich-Rumsey lemma, and applications to local times
- Sojourn times of diffusion processes
- Inequalities for upcrossings of semimartingales via skorohod embedding
- (Semi-) martingale inequalities and local times
- ON CONTINUOUS MARTINGALES
- Random Walks and A Sojourn Density Process of Brownian Motion
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