Sharp inequality for martingale maximal functions and stochastic integrals (Q1928872)

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scientific article; zbMATH DE number 6122088
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Sharp inequality for martingale maximal functions and stochastic integrals
scientific article; zbMATH DE number 6122088

    Statements

    Sharp inequality for martingale maximal functions and stochastic integrals (English)
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    4 January 2013
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    optimal constant
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    Itô integral
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    Burkholder's technique
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