A generalisation of the Burkholder-Davis-Gundy inequalities

DOI10.1214/22-ECP493MaRDI QIDQ2090755

Ma. Elena Hernández-Hernández, S. D. Jacka

Publication date: 31 October 2022

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

Full work available at URL: https://arxiv.org/abs/2009.14672

zbMATH Keywords

quadratic variationBurkholder-Davis-Gundy inequalitiesdual previsible projection

Mathematics Subject Classification ID

General theory of stochastic processes (60G07) Stochastic integrals (60H05)

Related Items (1)

Looking forwards and backwards: dynamics and genealogies of locally regulated populations

Cites Work

• Lévy Processes and Stochastic Calculus
• Inequalities for a Pair of Processes Stopped at a Random Time
• On Maximal Inequalities for Purely Discontinuous Martingales in Infinite Dimensions
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