On tail distributions of supremum and quadratic variation of local martingales

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dc.creatorLiptser, R.
dc.creatorNovikov, A.
dc.date2005-03-04
dc.date.accessioned2026-07-07T05:17:39Z
dc.date.available2026-07-07T05:17:39Z
dc.descriptionWe 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.
dc.identifierhttps://arxiv.org/abs/math/0503072
dc.identifierhttp://arxiv.org/abs/math/0503072
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/74382
dc.subjectProbability
dc.subject60G44, 60HXX, 40E05
dc.titleOn tail distributions of supremum and quadratic variation of local martingales
dc.typetext

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