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Semi-martingale inequalities via the Garsia-Rodemich-Rumsey lemma, and applications to local times
6 references·10 citing·39 second hop
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this work references cited by second hop

References

  • 1980MULTI-DIMENSIONAL DIFFUSION PROCESSES1,243 cited
  • 1967DIFFUSION PROCESSES AND THEIR SAMPLE PATHS494 cited
  • 2002Un Cours sur les Intégrales Stochastiques421 cited
  • 1973Martingale inequalities: seminar notes on recent progress257 cited
  • 1970The Representation of Functionals of Brownian Motion by Stochastic Integrals233 cited
  • 1976La variation d'ordre p des semi-martingales222 cited

Cited by

  • 1995The generalized covariation process and Ito formula136 cited
  • 1993Mouvement brownien et espaces de besov76 cited
  • 2000STOCHASTIC DIFFERENTIAL EQUATIONS AND DIFFUSIONS57 cited
  • 2004Weighted BMO and discrete time hedging within the Black-Scholes model46 cited
  • 2021Nonparametric estimation for interacting particle systems: McKean–Vlasov models38 cited
  • 1996Stratonovich calculus with spatial parameters and anticipative problems in multiplicative ergodic theory36 cited
  • 2015Quasi-likelihood estimation of a threshold diffusion process34 cited
  • 2021Approximation of SDEs: a stochastic sewing approach34 cited
  • 2008On the Burkholder–Davis–Gundy inequalities for continuous martingales33 cited

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  • 2000INTRODUCTION TO ITÔ CALCULUS27 cited