An inequality for processes which satisfy Kolmogorov's continuity criterion. Application to continuous martingales

DOI10.1016/0022-1236(83)90024-1zbMath0524.60020OpenAlexW2091476302MaRDI QIDQ584821

Marc Yor, Jean-Michel Bismut

Publication date: 1983

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-1236(83)90024-1

zbMATH Keywords

modulus of continuityBurkholder-Gundy inequalitiesKolmogorov continuity criterion

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Martingales with continuous parameter (60G44) Sample path properties (60G17)

Related Items (3)

Barlow-Yor inequalities for intersection local times of two planar Brownian motions ⋮ A note on the stochastic version of the Gronwall lemma ⋮ Extension of a stochastic Gronwall lemma

Cites Work

• Semi-martingale inequalities via the Garsia-Rodemich-Rumsey lemma, and applications to local times
• Inequalities for ratios of functionals of harmonic functions
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