Les inegalites de sous-martingales, comme consequences de la relation de domination

DOI10.1080/17442507908833133MaRDI QIDQ3878468zbMATH OpenOpenAlexFDO

Authors Marc Yor

Publication date 1979

Published in Stochastics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442507908833133

zbMATH Keywords

martingal inequalities

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44)

Cites work

• scientific article; zbMATH DE number 3644254 (Why is no real title available?)
• scientific article; zbMATH DE number 3583004 (Why is no real title available?)
• scientific article; zbMATH DE number 3446157 (Why is no real title available?)
• Extrapolation and interpolation of quasi-linear operators on martingales
• One-sided maximal functions and H^p

Cited in

(20)

• Inequalities for upcrossings of semimartingales via skorohod embedding
• Multiplicative decompositions and frequency of vanishing of nonnegative submartingales
• Characterisation of honest times and optional semimartingales of class-\((\Sigma)\)
• (Semi-) martingale inequalities and local times
• On σ-Finite Measures Related to the Martin Boundary of Recurrent Markov Chains
• A note on the domination inequalities and their applications
• An ideal class to construct solutions for skew Brownian motion equations
• A new construction of the \(\sigma \)-finite measures associated with submartingales of class \((\Sigma )\)
• Some contributions to the study of stochastic processes of the classes \(\Sigma (H)\) and \((\Sigma)\)
• Representation of martingales under signed measures and the study of the classes \(\sum_s\) and \(\sum'_s\)
• Some inequalities with local times in zero of a Brownian motion
• Embedding a stochastic difference equation into a continuous-time process
• Characterization of submartingales of a new class \((\Sigma^r)\)
• A reading guide for last passage times with financial applications in view
• On the time inhomogeneous skew Brownian motion
• On some properties of universal sigma-finite measures associated with a remarkable class of submartingales
• A class of remarkable submartingales
• Inequalities for tails of adapted processes with an application to Wald's lemma
• On the study of processes of \(\sum (H)\) and \(\sum_{\mathrm{s}}(H)\) classes
• scientific article; zbMATH DE number 3768713 (Why is no real title available?)

This page was built for publication: Les inegalites de sous-martingales, comme consequences de la relation de domination

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3878468)