(Semi-) martingale inequalities and local times
- 1 January 1981
- journal article
- Published by Springer Nature in Probability Theory and Related Fields
- Vol. 55 (3) , 237-254
- https://doi.org/10.1007/bf00532117
Abstract
No abstract availableKeywords
This publication has 6 references indexed in Scilit:
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- Quasi-Martingales.MATHEMATICA SCANDINAVICA, 1969
- Sojourn times of diffusion processesIllinois Journal of Mathematics, 1963
- Random walks and a sojourn density process of Brownian motionTransactions of the American Mathematical Society, 1963