Sharp maximal \(L^p\)-bounds for continuous martingales and their differential subordinates

DOI10.1214/21-EJP596zbMath1480.60105OpenAlexW3159766107MaRDI QIDQ2042765

Yahui Zuo, Adam Osȩkowski

Publication date: 21 July 2021

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/21-ejp596

zbMATH Keywords

martingalemaximal inequalitystochastic integraldifferential subordination

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Stochastic integrals (60H05)

Cites Work

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