On the tails of the supremum and the quadratic variation of strictly local martingales
Elworthy, Kenneth David ; Li, Xu-Mei ; Yor, Marc
Séminaire de probabilités de Strasbourg, Tome 31 (1997), p. 113-125 / Harvested from Numdam
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@article{SPS_1997__31__113_0,
     author = {Elworthy, Kenneth David and Li, Xu-Mei and Yor, Marc},
     title = {On the tails of the supremum and the quadratic variation of strictly local martingales},
     journal = {S\'eminaire de probabilit\'es de Strasbourg},
     volume = {31},
     year = {1997},
     pages = {113-125},
     mrnumber = {1478722},
     zbl = {0886.60035},
     language = {fr},
     url = {http://dml.mathdoc.fr/item/SPS_1997__31__113_0}
}

Elworthy, Kenneth David; Li, Xu-Mei; Yor, Marc. On the tails of the supremum and the quadratic variation of strictly local martingales. Séminaire de probabilités de Strasbourg, Tome 31 (1997) pp. 113-125. http://gdmltest.u-ga.fr/item/SPS_1997__31__113_0/

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