On the tails of the supremum and the quadratic variation of strictly local martingales
Séminaire de probabilités de Strasbourg, Tome 31 (1997), pp. 113-125.
@article{SPS_1997__31__113_0,
     author = {Elworthy, Kenneth David and Li, Xu-Mei and Yor, Marc},
     title = {On the tails of the supremum and the quadratic variation of strictly local martingales},
     journal = {S\'eminaire de probabilit\'es de Strasbourg},
     pages = {113--125},
     publisher = {Springer - Lecture Notes in Mathematics},
     volume = {31},
     year = {1997},
     mrnumber = {1478722},
     zbl = {0886.60035},
     language = {fr},
     url = {http://archive.numdam.org/item/SPS_1997__31__113_0/}
}
TY  - JOUR
AU  - Elworthy, Kenneth David
AU  - Li, Xu-Mei
AU  - Yor, Marc
TI  - On the tails of the supremum and the quadratic variation of strictly local martingales
JO  - Séminaire de probabilités de Strasbourg
PY  - 1997
SP  - 113
EP  - 125
VL  - 31
PB  - Springer - Lecture Notes in Mathematics
UR  - http://archive.numdam.org/item/SPS_1997__31__113_0/
LA  - fr
ID  - SPS_1997__31__113_0
ER  - 
%0 Journal Article
%A Elworthy, Kenneth David
%A Li, Xu-Mei
%A Yor, Marc
%T On the tails of the supremum and the quadratic variation of strictly local martingales
%J Séminaire de probabilités de Strasbourg
%D 1997
%P 113-125
%V 31
%I Springer - Lecture Notes in Mathematics
%U http://archive.numdam.org/item/SPS_1997__31__113_0/
%G fr
%F SPS_1997__31__113_0
Elworthy, Kenneth David; Li, Xu-Mei; Yor, Marc. On the tails of the supremum and the quadratic variation of strictly local martingales. Séminaire de probabilités de Strasbourg, Tome 31 (1997), pp. 113-125. http://archive.numdam.org/item/SPS_1997__31__113_0/

[0] W. Feller : An Introduction to probability and its Applications. Volume 2 - Wiley (1970).

[1] J.F. Le Gall : Sur la saucisse de Wiener et les points multiples du mouvement brownien. The Annals of Proba. 14, (4), p. 1219-1244 (1986). | MR | Zbl

[2] N.N. Lebedev : Special Functions and their Applications. Dover Publications (1972). | MR | Zbl

[3] J.W. Pitman, M. Yor : Bessel processes and infinitely divisible laws. In : Stochastic Integrals, ed : D. Williams, Durham Conference 1980. Lect. Notes in Maths. 851, p. 285-370. Springer (1981). | MR | Zbl

[4] J.W. Pitman, M. Yor : A decomposition of Bessel bridges. Zeit. für Wahr., 59, p. 425-457 (1982). | MR | Zbl

[5] F. Spitzer : Some theorems about 2-dimensional Brownian motion. Trans. Amer Math. Soc. 87, p. 187-197 (1958). | MR | Zbl

[6] G.N. Watson : A treatise of the theory of Bessel functions. Cambridge Univ. Press (1966). | Zbl

[7] W. Werner : Sur l'ensemble des points autour desquels le mouvement brownien tourne beaucoup. Prob. Th. Rel. Fields 99, p. 111-142 (1994). | MR | Zbl

[8] M. Yor : Loi de l'indice du lacet brownien et distribution de Hartman-Watson. Zeit. für Wahr., 53, p. 71-95 (1980). | MR | Zbl

[9] K.D. Elworthy, X.M. Li, M. Yor : The importance of strictly local martingales ; applications to radial Ornstein-Uhlenbeck process. Preprint (1996). | MR

[10] L.I. Galtchouk, A.A. Novikov : Wald equation ; discrete time case. Preprint (March 1994). Strasbourg University.