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(Semi-) martingale inequalities and local times

✍ Scribed by M. T. Barlow; M. Yor


Book ID
104793185
Publisher
Springer
Year
1981
Tongue
English
Weight
722 KB
Volume
55
Category
Article
ISSN
1432-2064

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Using martingale techniques we will prove several deviation inequalities for diffusion processes in a compact Riemannian manifold and Le vy processes in euclidean space. We also deduce deviation inequalities from Poincare type inequalities in the abstract setting of Dirichlet forms. We thus obtain,