A maximal inequality for upcrossings of a continuous martingale

DOI10.1007/BF00535266MaRDI QIDQ3687445zbMATH OpenOpenAlexFDO

Authors Martin T. Barlow

Publication date 1984

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00535266

zbMATH Keywords

martingale inequalitiesnumber of upcrossings

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44)

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Cites work

• scientific article; zbMATH DE number 3665908 (Why is no real title available?)
• scientific article; zbMATH DE number 3398554 (Why is no real title available?)
• (Semi-) martingale inequalities and local times
• Inequalities for upcrossings of semimartingales via skorohod embedding
• ON CONTINUOUS MARTINGALES
• Random Walks and A Sojourn Density Process of Brownian Motion
• Semi-martingale inequalities via the Garsia-Rodemich-Rumsey lemma, and applications to local times
• Sojourn times of diffusion processes

Cited in

(5)

• scientific article; zbMATH DE number 2016703 (Why is no real title available?)
• A general downcrossing inequality for g-martingales
• scientific article; zbMATH DE number 4062281 (Why is no real title available?)
• Weak differentiability of Wiener functionals and occupation times
• scientific article; zbMATH DE number 3944964 (Why is no real title available?)

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