Les inegalites de sous-martingales, comme consequences de la relation de domination

DOI10.1080/17442507908833133zbMath0437.60038OpenAlexW1998428654MaRDI QIDQ3878468

Marc Yor

Publication date: 1979

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442507908833133

zbMATH Keywords

martingal inequalities

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generalizations of martingales (60G48) Martingales with continuous parameter (60G44)

Related Items (21)

An ideal class to construct solutions for skew Brownian motion equations ⋮ A class of remarkable submartingales ⋮ A reading guide for last passage times with financial applications in view ⋮ Multiplicative decompositions and frequency of vanishing of nonnegative submartingales ⋮ Representation of martingales under signed measures and the study of the classes ∑_s and ∑_s′ ⋮ On the time inhomogeneous skew Brownian motion ⋮ Some contributions to the study of stochastic processes of the classes and ⋮ On some universal \(\sigma\)-finite measures related to a remarkable class of submartingales ⋮ A note on the domination inequalities and their applications ⋮ On some properties of universal sigma-finite measures associated with a remarkable class of submartingales ⋮ Characterization of submartingales of a new class (Σ^r) ⋮ Unnamed Item ⋮ Some inequalities with local times in zero of a Brownian motion ⋮ On the study of processes of \(\sum (H)\) and \(\sum_{\mathrm{s}}(H)\) classes ⋮ A new construction of the \(\sigma \)-finite measures associated with submartingales of class \((\Sigma )\) ⋮ Inequalities for tails of adapted processes with an application to Wald's lemma ⋮ Inequalities for upcrossings of semimartingales via skorohod embedding ⋮ On σ-Finite Measures Related to the Martin Boundary of Recurrent Markov Chains ⋮ (Semi-) martingale inequalities and local times ⋮ Embedding a stochastic difference equation into a continuous-time process ⋮ Characterisation of honest times and optional semimartingales of class-\((\Sigma)\)

Cites Work

• One-sided maximal functions and H\(^p\)
• Extrapolation and interpolation of quasi-linear operators on martingales
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Les inegalites de sous-martingales, comme consequences de la relation de domination