On the tail distributions of the supremum and the quadratic variation of a càdlàg local martingale

MaRDI QIDQ3526645zbMATH OpenFDO

Authors Shunsuke Kaji

Publication date 25 September 2008

zbMATH Keywords

càdlàg local martingalesquadratic variationtail distributionuniform integrability

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44)

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(6)

• Weak tail conditions for local martingales
• The tail estimation of the quadratic variation of a quasi left continuous local martingale
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