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20072020
most citedPathwise inequalities for local time: Applications to Skorokhod embeddings and optimal stopping

39 citations · 110 across the 7 of their papers we have counts for

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math.PR2020★ 8 cited

Local times and Tanaka--Meyer formulae for càdlàg paths

Rafał M. Łochowski, Jan Obłój, David J. Prömel +1

Three concepts of local times for deterministic c{à}dl{à}g paths are developed and the corresponding pathwise Tanaka--Meyer formulae are provided. For semimartingales, it is shown…