{"title":"局部鞅的二次变分与随机积分的第一遍时间","authors":"S. Kaji","doi":"10.1215/KJM/1260975037","DOIUrl":null,"url":null,"abstract":"We obtain the tail estimation of the quadratic variation of a local martingale with no assumption with respect to positive jumps. Moreover, applying it, we also discuss a tail property of the first-passage times of stochastic integrals.","PeriodicalId":50142,"journal":{"name":"Journal of Mathematics of Kyoto University","volume":"49 1","pages":"491-502"},"PeriodicalIF":0.0000,"publicationDate":"2009-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1215/KJM/1260975037","citationCount":"3","resultStr":"{\"title\":\"The quadratic variations of local martingales and the first-passage times of stochastic integrals\",\"authors\":\"S. Kaji\",\"doi\":\"10.1215/KJM/1260975037\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"We obtain the tail estimation of the quadratic variation of a local martingale with no assumption with respect to positive jumps. Moreover, applying it, we also discuss a tail property of the first-passage times of stochastic integrals.\",\"PeriodicalId\":50142,\"journal\":{\"name\":\"Journal of Mathematics of Kyoto University\",\"volume\":\"49 1\",\"pages\":\"491-502\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2009-01-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"https://sci-hub-pdf.com/10.1215/KJM/1260975037\",\"citationCount\":\"3\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Journal of Mathematics of Kyoto University\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1215/KJM/1260975037\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q2\",\"JCRName\":\"Mathematics\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Mathematics of Kyoto University","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1215/KJM/1260975037","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"Mathematics","Score":null,"Total":0}
The quadratic variations of local martingales and the first-passage times of stochastic integrals
We obtain the tail estimation of the quadratic variation of a local martingale with no assumption with respect to positive jumps. Moreover, applying it, we also discuss a tail property of the first-passage times of stochastic integrals.
期刊介绍：
Papers on pure and applied mathematics intended for publication in the Kyoto Journal of Mathematics should be written in English, French, or German. Submission of a paper acknowledges that the paper is original and is not submitted elsewhere.
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