scientific article; zbMATH DE number 3998893

zbMath0616.60046MaRDI QIDQ4725427

Richard F. Bass

Publication date: 1987

Full work available at URL: http://www.numdam.org/item?id=SPS_1987__21__206_0

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

local timequadratic variationtime changeupcrossings

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Brownian motion (60J65) Martingales with continuous parameter (60G44) Local time and additive functionals (60J55)

Related Items (6)

On some inequalities of local time ⋮ On the stochastic heat equation with spatially-colored random forcing ⋮ Stochastic calculus for Brownian motion on a Brownian fracture ⋮ Brownian motion in a Brownian crack ⋮ Distribution function inequalities for the density of the area integral ⋮ A note on the sharp \(L^p\)-convergence rate of upcrossings to the Brownian local time

This page was built for publication: