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Proceedings of the American Mathematical Society

Published by the American Mathematical Society, the Proceedings of the American Mathematical Society (PROC) is devoted to research articles of the highest quality in all areas of pure and applied mathematics.

ISSN 1088-6826 (online) ISSN 0002-9939 (print)

The 2020 MCQ for Proceedings of the American Mathematical Society is 0.85.

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Une propriété de continuité du temps local
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by Lucien Chevalier PDF
Proc. Amer. Math. Soc. 131 (2003), 933-936 Request permission

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-$L^1$.
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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