A norm inequality for Itô processes (Q1380137)
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scientific article; zbMATH DE number 1121748
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A norm inequality for Itô processes |
scientific article; zbMATH DE number 1121748 |
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A norm inequality for Itô processes (English)
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25 February 1998
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This paper provides a norm inequality of the kind \(\| Y\|^p\leq K(p,\alpha)\| X\|^p\) for related Itô processes \(X\) and \(Y\) where \(Y\) is \(\alpha\)-subordinate (so-called) to \(X\) and the constant \(K\) is best possible. The result is closely related to one of \textit{D. L. Burkholder} [Ann. Probab. 22, No. 2, 995-1025 (1994; Zbl 0816.60046)].
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Itô processes
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subordinate
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norm inequality
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