A maximal inequality for upcrossings of a continuous martingale

DOI10.1007/BF00535266zbMATH Open0571.60059OpenAlexW2084341257MaRDI QIDQ3687445FDOQ3687445

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

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zbMATH Keywords

martingale inequalitiesnumber of upcrossings

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44)

Cites Work

• ON CONTINUOUS MARTINGALES
• Title not available (Why is that?)
• (Semi-) martingale inequalities and local times
• Semi-martingale inequalities via the Garsia-Rodemich-Rumsey lemma, and applications to local times
• Title not available (Why is that?)
• Sojourn times of diffusion processes
• Random Walks and A Sojourn Density Process of Brownian Motion
• Inequalities for upcrossings of semimartingales via skorohod embedding

Cited In (5)

• Title not available (Why is that?)
• A general downcrossing inequality for \(g\)-martingales
• Title not available (Why is that?)
• Weak differentiability of Wiener functionals and occupation times
• Title not available (Why is that?)

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