\(L_ p\) inequalities for the product of the suprema of several martingales stopped at random times. Weighted norm inequalities

zbMath0801.60034MaRDI QIDQ1322919

Pierre Mathieu

Publication date: 21 November 1994

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1993__29_4_467_0

zbMATH Keywords

inequalitiesmartingales stopped at any random time

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44)

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