(Semi-) martingale inequalities and local times
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Publication:3897783
DOI10.1007/BF00532117zbMath0451.60050OpenAlexW2036630037MaRDI QIDQ3897783
Publication date: 1981
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf00532117
Sums of independent random variables; random walks (60G50) Martingales with continuous parameter (60G44) Sample path properties (60G17) Stochastic integrals (60H05)
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Cites Work
- Every nonnegative submartingale is the absolute value of a martingale
- Sojourn times of diffusion processes
- Les inegalites de sous-martingales, comme consequences de la relation de domination
- [https://portal.mardi4nfdi.de/wiki/Publication:4170005 Calcul stochastique d�pendant d'un param�tre]
- Quasi-Martingales.
- Random Walks and A Sojourn Density Process of Brownian Motion
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