The tail estimation of the quadratic variation of a quasi left continuous local martingale

Kaji, Shunsuke

Osaka Journal of Mathematics, 2007, 44(4), 893-907

アクセス数:164件（2025-05-01 08:58 集計）

固定URL: https://doi.org/10.18910/4214

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タイトル	The tail estimation of the quadratic variation of a quasi left continuous local martingale
著者	NRID 1000010467524 1000010467524 著者名 Kaji, Shunsuke
抄録	We discuss some estimates of the tail distributions of the supremum and the quadratic variation of a local martingale. The assumption made so far in the literature on exponential moments involving a quasi left continuous local martingale is improved.
出版者	Osaka University and Osaka City University, Departments of Mathematics
収録物名	Osaka Journal of Mathematics
巻(号)	44(4)
ページ	893-907
刊行年月	2007-12
言語	英語
ハンドルURL	https://hdl.handle.net/11094/4214
DOI	https://doi.org/10.18910/4214
PISSN	00306126
NCID	AA00765910
アクセス権	open access
出版タイプ	Version of Record
カテゴリ	紀要論文 Departmental Bulletin Paper
カテゴリ	Osaka Journal of Mathematics / Volume 44, Number 4　(2007）

資源タイプ	紀要論文
ローカル資源タイプ	紀要論文
DCMI資源タイプ	text
作成日	2007-12
DCTERMS.bibliographicCitation	Osaka Journal of Mathematics. 2007, 44(4), p. 893-907
DC.title	The tail estimation of the quadratic variation of a quasi left continuous local martingale
DC.creator	Kaji, Shunsuke
DC.publisher	Osaka University and Osaka City University, Departments of Mathematics
DC.language' scheme='DCTERMS.RFC1766	英語
DC.type' scheme='DCTERMS.DCMIType	text
DCTERMS.issued' scheme='DCTERMS.W3CDTF	2007-12
DCTERMS.abstract	We discuss some estimates of the tail distributions of the supremum and the quadratic variation of a local martingale. The assumption made so far in the literature on exponential moments involving a quasi left continuous local martingale is improved.
DC.identifier	10.18910/4214
DC.format	4214
citation_title	The tail estimation of the quadratic variation of a quasi left continuous local martingale
citation_author	Kaji, Shunsuke
citation_publisher	Osaka University and Osaka City University, Departments of Mathematics
citation_language	英語
citation_date	2007-12
citation_journal_title	Osaka Journal of Mathematics
citation_volume	44
citation_issue	4
citation_firstpage	893
citation_lastpage	907
citation_public_url	https://hdl.handle.net/11094/4214
citation_doi_detail	10.18910/4214
citation_doi	https://doi.org/10.18910/4214