Sharp inequality for martingale maximal functions and stochastic integrals
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Publication:1928872
zbMath1260.60081MaRDI QIDQ1928872
Publication date: 4 January 2013
Published in: Illinois Journal of Mathematics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ijm/1336049987
Inequalities; stochastic orderings (60E15) Martingales with discrete parameter (60G42) Martingales with continuous parameter (60G44)
Related Items (2)
A sharp maximal inequality for continuous martingales and their differential subordinates ⋮ Sharp maximal \(L^p\)-bounds for continuous martingales and their differential subordinates
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