Occupation times and beyond.

DOI10.1016/S0304-4149(01)00125-9zbMath1059.60060MaRDI QIDQ1766040

Ming Yang

Publication date: 25 February 2005

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

stopping timelocal timeexit timedecoupling inequalitycontinuous additive functionalItô's formulamoderate functionquasi-Gaussian local martingale

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Martingales with continuous parameter (60G44)

Related Items (2)

Maximal inequalities for additive processes ⋮ FROM BOUNDARY CROSSING OF NON-RANDOM FUNCTIONS TO BOUNDARY CROSSING OF STOCHASTIC PROCESSES

Cites Work

• Uniform lower bounds for randomly stopped Banach space valued random sums
• On some maximal inequalities for fractional Brownian motions
• (Semi-) martingale inequalities and local times
• Exponential Burkholder Davis Gundy Inequalities
• Maximal inequalities for the Ornstein-Uhlenbeck process
• Bounding the maximal height of a diffusion by the time elapsed

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