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Burkholder's submartingales from a stochastic calculus perspective - MaRDI portal

Burkholder's submartingales from a stochastic calculus perspective (Q733354)

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Burkholder's submartingales from a stochastic calculus perspective
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    Burkholder's submartingales from a stochastic calculus perspective (English)
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    15 October 2009
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    Doob-Meyer decomposition
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    continuous submartingales
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    Burkholder-Davis-Gundy inequalities
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    balayage formulae
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