On some inequalities of local times for Azema martingales

Please use this identifier to cite or link to this item: http://ir.lib.ncu.edu.tw/handle/987654321/33786

Title:	On some inequalities of local times for Azema martingales
Authors:	Chao,TM;Chou,CS
Contributors:	數學研究所
Date:	2000
Issue Date:	2010-07-07 11:44:53 (UTC+8)
Publisher:	中央大學
Abstract:	Let (u(t), G(t))(t greater than or equal to 0) be an Azema martingale and its filtration, and let (lambda(t)(x); x is an element of R, t greater than or equal to 0) be the local times of the Azema martingale defined by the following Tanaka formula: u(t)1(
Relation:	BERNOULLI
Appears in Collections:	[Graduate Institute of Mathematics] journal & Dissertation

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