Applications of pathwise Burkholder-Davis-Gundy inequalities
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Publication:1750083
DOI10.3150/17-BEJ958zbMath1407.60059arXiv1507.01302MaRDI QIDQ1750083
Publication date: 18 May 2018
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1507.01302
Bessel processsemimartingalevariable exponentBurkholder-Davis-Gundypathwise martingale inequalitiespseudo stopping time
Inequalities; stochastic orderings (60E15) Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44) Diffusion processes (60J60)
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