The quadratic variations of local martingales and the first-passage times of stochastic integrals

DOI10.1215/KJM/1260975037zbMATH Open1204.60034OpenAlexW1492996839MaRDI QIDQ965069FDOQ965069

Authors: Shunsuke Kaji 

Publication date: 21 April 2010

Published in: Journal of Mathematics of Kyoto University (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.kjm/1260975037

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Mathematics Subject Classification ID

Generalizations of martingales (60G48) Martingales with continuous parameter (60G44)

Cited In (6)

• Two-parameter \(p,q\)-variation paths and integrations of local times
• Weak tail conditions for local martingales
• Title not available (Why is that?)
• On the tail distributions of the supremum and the quadratic variation of a càdlàg local martingale
• Title not available (Why is that?)
• The tail estimation of the quadratic variation of a quasi left continuous local martingale

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