scientific article; zbMATH DE number 5066274

zbMATH Open1110.60044arXivmath/0503072MaRDI QIDQ5493558FDOQ5493558

Authors: R. Liptser, A. Novikov 

Publication date: 23 October 2006

Full work available at URL: https://arxiv.org/abs/math/0503072

Title of this publication is not available (Why is that?)

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zbMATH Keywords

martingale supremum

Mathematics Subject Classification ID

Tauberian theorems (40E05) Martingales with continuous parameter (60G44)

Cited In (8)

• The quadratic variations of local martingales and the first-passage times of stochastic integrals
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• Weak tail conditions for local martingales
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• On the tail distributions of the supremum and the quadratic variation of a càdlàg local martingale
• The asymptotic behavior of locally square integrable martingales
• The tail estimation of the quadratic variation of a quasi left continuous local martingale
• Modeling high‐dimensional time‐varying dependence using dynamic D‐vine models

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