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.
Citation
Shunsuke Kaji. "The tail estimation of the quadratic variation of a quasi left continuous local martingale." Osaka J. Math. 44 (4) 893 - 907, December 2007.
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