A maximal inequality for upcrossings of a continuous martingale
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Publication:3687445
DOI10.1007/BF00535266zbMath0571.60059MaRDI QIDQ3687445
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
60G44: Martingales with continuous parameter
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Cites Work
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- Sojourn times of diffusion processes
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