Barlow-Yor inequalities for intersection local times of two planar Brownian motions

DOI10.1007/BF01295223zbMath0821.60085OpenAlexW1985635297MaRDI QIDQ1892260

Pierre Mathieu

Publication date: 5 July 1995

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01295223

zbMATH Keywords

intersection local timeplanar Brownian motion

Mathematics Subject Classification ID

Brownian motion (60J65) Local time and additive functionals (60J55)

Cites Work

• An inequality for processes which satisfy Kolmogorov's continuity criterion. Application to continuous martingales
• A local time approach to the self-intersections of Brownian paths in space
• A local time analysis of intersections of Brownian paths in the plane
• Distribution function inequalities for martingales
• \(L_ p\) inequalities for the product of the suprema of several martingales stopped at random times. Weighted norm inequalities
• 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
• Inequalities for Non-Moderate Functions of a Pair of Stochastic Processes
• Construction et renormalisation des temps locaux d'intersection de deux mouvements browniens plans
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