scientific article; zbMATH DE number 4001108

MaRDI QIDQ4727129zbMATH OpenFDO

Authors Burgess Davis

Publication date 1987

Full work available at URL http://www.numdam.org/item?id=SPS_1987__21__218_0, https://eudml.org/doc/113593

zbMATH Keywords

inequalitieslocal time of a standard Brownian motionstopping time

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44) Local time and additive functionals (60J55) Brownian motion (60J65) Markov processes (60J99)

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• On some inequalities of local time
• Occupation times and beyond.
• Control of the norm H^ p of a martingale by the maxima of local times
• A logarithmic bound for a stopped Brownian motion
• Inequalities for a Pair of Processes Stopped at a Random Time
• Balayage formula, local time and applications in stochastic differential equations
• The sequential empirical process of a random walk in random scenery
• Distribution function inequalities for the density of the area integral

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