On some inequalities of local times for Azéma martingales

DOI10.2307/3318669MaRDI QIDQ1572828zbMATH OpenOpenAlexFDO

Authors Tsung-Ming Chao, Ching-Sung Chou

Publication date 6 August 2000

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3318669

zbMATH Keywords

Azéma martingaleGarsia-Rodemich-Rumsey lemmalocal time

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44)

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Cited in

(6)

• A note on the maximal expected local time of \(\mathrm{L}_2\)-bounded martingales
• scientific article; zbMATH DE number 140555 (Why is no real title available?)
• A note on the domination inequalities and their applications
• scientific article; zbMATH DE number 4123005 (Why is no real title available?)
• Azéma's martingale
• A class of remarkable submartingales

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