Semi-martingale inequalities via the Garsia-Rodemich-Rumsey lemma, and applications to local times

MULTI-DIMENSIONAL DIFFUSION PROCESSES

J. F. C. Kingmán · Bulletin of the London Mathematical Society · 1980 · 1.3K citations

Engineering, Business Economics, Stochastic Processes +10

Diffusion Processes and their Sample Paths.

G. F. Newell, Kanae Ito, H. P. McKean · American Mathematical Monthly · 1968 · 1.1K citations

Engineering, Mathematics, Financial Economics +16

Distribution Function Inequalities for Martingales

D. L. Burkholder · The Annals of Probability · 1973 · 828 citations · Full text

Natural Sciences, Mathematics, Probability Theory +12

DIFFUSION PROCESSES AND THEIR SAMPLE PATHS

Samuel Taylor · Journal of the London Mathematical Society · 1967 · 516 citations

Engineering, Economics, Probability Theory +13

Convergence of Probability Measures.

J. F. C. Kingmán, P. Billingsley · Journal of the Royal Statistical Society Series C (Applied Statistics) · 1969 · 508 citations

Natural Sciences, Mathematics, Probability Theory +15