On some inequalities of local time

DOI10.1007/BF02213450zbMath0923.60047OpenAlexW2330607699MaRDI QIDQ1345074

Ching-Sung Chou

Publication date: 26 February 1995

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02213450

zbMATH Keywords

local timecontinuous semimartingalecontinuous local martingalerandom time

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44)

Cites Work

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• Semi-martingales et grossissement d'une filtration
• Semi-martingale inequalities via the Garsia-Rodemich-Rumsey lemma, and applications to local times
• Inequalities for a Pair of Processes Stopped at a Random Time
• (Semi-) martingale inequalities and local times