A generalization of the Burkholder–Davis–Gundy inequalities (Q3017920)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A generalization of the Burkholder–Davis–Gundy inequalities |
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Statements
A generalization of the Burkholder–Davis–Gundy inequalities (English)
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20 July 2011
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martingale
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local martingale
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Burkholder-Davis-Gundy inequalities
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Doob-Meyer decomposition
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