On tail distributions of supremum and quadratic variation of local martingales
- Publication Type:
- Chapter
Closed Access
Filename | Description | Size | |||
---|---|---|---|---|---|
2006005400OK.pdf | 1.91 MB | ||||
0503072v1.pdf | Accepted Manuscript version | 165.52 kB | |||
0503072v1.pdf | Accepted Manuscript version | 165.52 kB |
Copyright Clearance Process
- Recently Added
- In Progress
- Closed Access
This item is closed access and not available.
We extend some known results relating the distribution tails of a continuous local martingale supremum and its quadratic variation to the case of locally square integrable martingales with bounded jumps. The predictable and optional quadratic variations are involved in the main result.
Please use this identifier to cite or link to this item: