How badly are the Burkholder-Davis-Gundy inequalities affected by arbitrary random times? (Q2483453)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | How badly are the Burkholder-Davis-Gundy inequalities affected by arbitrary random times? |
scientific article |
Statements
How badly are the Burkholder-Davis-Gundy inequalities affected by arbitrary random times? (English)
0 references
28 April 2008
0 references
random times
0 references
progressive enlargement of filtrations
0 references
martingale inequalities
0 references
