(SEMI-) MARTINGALE INEQUALITIES AND LOCAL-TIMES

被引:44
作者
BARLOW, MT [1 ]
YOR, M [1 ]
机构
[1] UNIV PARIS 06, CALCUL PROBABILITIES LAB, F-75230 PARIS 05, FRANCE
来源
ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE | 1981年 / 55卷 / 03期
关键词
D O I
10.1007/BF00532117
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
引用
收藏
页码:237 / 254
页数:18
相关论文
共 15 条
[1]  
AZEMA J, 1980, LECT NOTES MATH, V784
[2]  
BARLOW MT, 1980, LECT NOTES MATH, V784
[3]   EVERY NONNEGATIVE SUBMARTINGALE IS ABSOLUTE VALUE OF A MARTINGALE [J].
GILAT, D .
ANNALS OF PROBABILITY, 1977, 5 (03) :475-481
[4]  
KNIGHT F. B., 1963, T AM MATH SOC, V109, P56, DOI [10.2307/1993647, DOI 10.1090/S0002-9947-1963-0154337-6]
[5]  
LENGLART E, 1977, ANN I H POINCARE B, V13, P171
[6]  
Lenglart E, 1980, LECT NOTES MATH, V784
[7]  
Meyer P.-A., 1966, PROBABILITES POTENTI
[8]  
MEYER PA, 1976, LECT NOTES MATH, P511
[9]   QUASI-MARTINGALES [J].
RAO, KM .
MATHEMATICA SCANDINAVICA, 1969, 24 (01) :79-&
[10]  
Ray D., 1963, ILLINOIS J MATH, V7, P615, DOI [10.1215/ijm/1255645099, DOI 10.1215/IJM/1255645099]