A maximal inequality for upcrossings of a continuous martingale

DOI10.1007/BF00535266zbMath0571.60059OpenAlexW2084341257MaRDI QIDQ3687445

Martin T. Barlow

Publication date: 1984

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00535266

zbMATH Keywords

martingale inequalitiesnumber of upcrossings

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44)

Related Items (1)

Weak differentiability of Wiener functionals and occupation times

Cites Work

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• Semi-martingale inequalities via the Garsia-Rodemich-Rumsey lemma, and applications to local times
• Sojourn times of diffusion processes
• Inequalities for upcrossings of semimartingales via skorohod embedding
• (Semi-) martingale inequalities and local times
• ON CONTINUOUS MARTINGALES
• Random Walks and A Sojourn Density Process of Brownian Motion

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