A note on the maximal expected local time of \(\mathrm{L}_2\)-bounded martingales (Q2079157)
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scientific article; zbMATH DE number 7594405
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| English | A note on the maximal expected local time of \(\mathrm{L}_2\)-bounded martingales |
scientific article; zbMATH DE number 7594405 |
Statements
A note on the maximal expected local time of \(\mathrm{L}_2\)-bounded martingales (English)
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29 September 2022
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Brownian motion
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local time
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martingale
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upcrossings
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0.9113799
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0.90570354
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0.89845693
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0.8967768
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0.8967151
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0.89460117
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