Control of the norm \(H^ p\) of a martingale by the maxima of local times

DOI10.1214/AOP/1176988184zbMath0833.60049OpenAlexW2085174815MaRDI QIDQ1902952

Christophe Leuridan

Publication date: 14 March 1996

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176988184

zbMATH Keywords

Brownian motionmartingaleslocal times\(H^ p\) normsmaxima of local times

Mathematics Subject Classification ID

Brownian motion (60J65) Martingales with continuous parameter (60G44) Local time and additive functionals (60J55)

Related Items (1)

Moment inequalities for functionals of the Brownian convex hull

This page was built for publication: Control of the norm \(H^ p\) of a martingale by the maxima of local times