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On the tails of the supremum and the quadratic variation of strictly local martingales

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Book cover Séminaire de Probabilités XXXI

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 1655))

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References

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Author information

Authors and Affiliations

  1. Mathematics Department, University of Warwick, CV4 7AL, Coventry, UK

    K. D. Elworthy & X. M. Li

  2. Laboratoire de Probabilités, Université Pierre et Marie Curie, Tour 56, 3ème Etage 4, Place Jussieu, F-75252, Paris Cedex 05

    M. Yor

Authors
  1. K. D. Elworthy
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  2. X. M. Li
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  3. M. Yor
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Editor information

Jacques Azéma Marc Yor Michel Emery

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© 1997 Springer-Verlag Berlin Heidelberg

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Elworthy, K.D., Li, X.M., Yor, M. (1997). On the tails of the supremum and the quadratic variation of strictly local martingales. In: Azéma, J., Yor, M., Emery, M. (eds) Séminaire de Probabilités XXXI. Lecture Notes in Mathematics, vol 1655. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0119298

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  • DOI: https://doi.org/10.1007/BFb0119298

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-62634-3

  • Online ISBN: 978-3-540-68352-0

  • eBook Packages: Springer Book Archive

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