Coquet, F.; Ouknine, Y. - In: Statistics & Probability Letters 49 (2000) 2, pp. 149-153
Using a new inequality on semimartingale local time, we give a new light and slight generalizations to some results by Emery and Yor (Lecture Notes in Mathematics 1681, Springer, Berlin, pp. 306-312) in terms of local times of functionals of semimartingales.
