Some inequalities with local times in zero of a Brownian motion

DOI10.1016/0304-4149(92)90150-OzbMath0754.60089MaRDI QIDQ1198557

Pierre Vallois

Publication date: 16 January 1993

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

Brownian motion; extremal solutions; local time; stopping times; continuous local martingale; Hardy-Littlewood's inequality; Skorokhod's problem

Mathematics Subject Classification ID

60J65: Brownian motion

60G40: Stopping times; optimal stopping problems; gambling theory

60G46: Martingales and classical analysis

60J55: Local time and additive functionals

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Cites Work

• A converse to the dominated convergence theorem
• Good λ inequalities for the area integral and the nontangential maximal function
• Les inegalites de sous-martingales, comme consequences de la relation de domination
• On the Distribution of Maxima of Martingale
• The Existence of Certain Stopping Times on Brownian Motion
• On a Theorem of Skorohod
• On Embedding Right Continuous Martingales in Brownian Motion
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