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Une propriété de continuité du temps local
Author(s):
Lucien
Chevalier
Journal:
Proc. Amer. Math. Soc.
131
(2003),
933-936.
MSC (2000):
Primary 60G44
Posted:
October 15, 2002
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Abstract:
Let denote the local time (at 0) associated with a martingale . The aim of this note is to prove that the mapping is continuous from into weak- .
References:
-
- 1.
- J. Azéma et M. Yor. En guise d'introduction. Astérisque 52-53 (Temps locaux), Société mathématique de France (1978), 3-16.
- 2.
- M. T. Barlow and M. Yor. Semi-martingale inequalities and local times. Z. Wahrscheinlichkeitstheorie verw. Gebiete. 55 (1981), 237-254. MR 82h:60092
- 3.
- D. L. Burkholder. Martingale transforms. Ann. Math. Stat. 37 (1966), 1494-1504. MR 34:8456
- 4.
- P. A. Meyer. Un cours sur les intégrales stochastiques. Séminaire de Probabilités X, Lecture Notes in Mathematics 511, Springer Verlag, Berlin, Heidelberg, New-York (1976), 246-354. MR 58:18721
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Additional Information:
Lucien
Chevalier
Affiliation:
Institut Fourier, U.M.R. 5582 C.N.R.S., Université Joseph Fourier, B.P. 74, 38402 Saint Martin d'Hères, France
Email:
lucchev@fourier.ujf-grenoble.fr
DOI:
10.1090/S0002-9939-02-06731-X
PII:
S 0002-9939(02)06731-X
Keywords:
Martingales,
continuity,
local time
Received by editor(s):
August 18, 2001
Posted:
October 15, 2002
Communicated by:
Claudia M. Neuhauser
Copyright of article:
Copyright
2002,
American Mathematical Society
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