Une extension d'une inégalité de burkholder, davis, gundy pour les processus à α-variation bornée et applications
作者:
Jean Bertoin,
期刊:
Stochastics
(Taylor Available online 1988)
卷期:
Volume 24,
issue 2
页码: 75-86
ISSN:0090-9491
年代: 1988
DOI:10.1080/17442508808833510
出版商: Gordon and Breach Science Publishers, Inc
关键词: Burkholder-Davis-Gundy inequalities;bounded alpha-variation;sample path regularity
数据来源: Taylor
摘要:
An increasing process associated in a natural sense with each process of bounded x-variation leads us to an extension of an inequality of Burkholder, Davis, Gundy and allows us to determine the regularity of such processes
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