A norm inequality for Itô processes

DOI10.1215/KJM/1250518332zbMath0903.60039OpenAlexW1969092343MaRDI QIDQ1380137

Changsun Choi

Publication date: 25 February 1998

Published in: Journal of Mathematics of Kyoto University (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1215/kjm/1250518332

zbMATH Keywords

subordinatenorm inequalityItô processes

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Martingales with continuous parameter (60G44) Stochastic integrals (60H05)

Related Items (2)

A Weak-Type Inequality for Submartingales and Itô Processes ⋮ A sharp weak-type bound for Itô processes and subharmonic functions

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