Sharp maximal inequality for martingales and stochastic integrals
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Publication:1038932
DOI10.1214/ECP.v14-1438zbMath1196.60076OpenAlexW2073609724MaRDI QIDQ1038932
Publication date: 20 November 2009
Published in: Electronic Communications in Probability (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/226410
Inequalities; stochastic orderings (60E15) Martingales with continuous parameter (60G44) Stochastic integrals (60H05)
Related Items (5)
The foundational inequalities of D. L. Burkholder and some of their ramifications ⋮ Sharp inequality for martingale maximal functions and stochastic integrals ⋮ Logarithmic estimates for submartingales and their differential subordinates ⋮ Sharp maximal bound for continuous martingales ⋮ Maximal inequalities for continuous martingales and their differential subordinates
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