Une propriété de continuité du temps local
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Abstract:
Let $L^0(M)$ denote the local time (at 0) associated with a martingale $M$. The aim of this note is to prove that the mapping $M \mapsto L^0(M)$ is continuous from $L^1$ into weak-$L^1$.References
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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
- Received by editor(s): August 18, 2001
- Published electronically: October 15, 2002
- Communicated by: Claudia M. Neuhauser
- © Copyright 2002 American Mathematical Society
- Journal: Proc. Amer. Math. Soc. 131 (2003), 933-936
- MSC (2000): Primary 60G44
- DOI: https://doi.org/10.1090/S0002-9939-02-06731-X
- MathSciNet review: 1937439