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Inegalites pour les processus self-similaires arrêtés a un temps quelconque

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Séminaire de Probabilités XXI

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 1247))

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References

  1. R. AZENCOTT: Grandes déviations et applications. Ecole d'Eté de Probabilités de Saint-Flour VIII-1978. Lect. Notes Math. 774. Springer (1980).

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  2. M.T. BARLOW, S.D. JACKA, M. YOR: Inequalities for a pair of processes stopped at a random time. Proc. London Math. Soc. (3), 52 (1986), 142–172.

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  5. M.T. BARLOW, M. YOR: Semi-martingale inequalities via the Garsia-Rodemich-Rumsey Lemma and applications to local times. J. Funct. Anal. 49 (1982), 198–229.

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Authors

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Jacques Azéma Marc Yor Paul André Meyer

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© 1987 Springer-Verlag

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Song, S., Yor, M. (1987). Inegalites pour les processus self-similaires arrêtés a un temps quelconque. In: Azéma, J., Yor, M., Meyer, P.A. (eds) Séminaire de Probabilités XXI. Lecture Notes in Mathematics, vol 1247. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0077638

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  • DOI: https://doi.org/10.1007/BFb0077638

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  • Print ISBN: 978-3-540-17768-5

  • Online ISBN: 978-3-540-47814-0

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