On tail distributions of supremum and quadratic variation of local martingales
classification
🧮 math.PR
keywords
quadraticlocalmartingalessupremumvariationboundedcasecontinuous
read the original abstract
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.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.