A Weak-Type Inequality for Submartingales and Itô Processes

DOI10.4064/ba63-1-9zbMath1325.60065OpenAlexW2341209105MaRDI QIDQ2949783

Adam Osȩkowski

Publication date: 2 October 2015

Published in: Bulletin of the Polish Academy of Sciences Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4064/ba63-1-9

zbMATH Keywords

semimartingalesdifferential subordinationsubmartingalesweak-type inequalityItō processes

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Generalizations of martingales (60G48) Martingales with continuous parameter (60G44) Stochastic integrals (60H05)

Cites Work

• Sharp maximal inequalities for the moments of martingales and non-negative submartingales
• Strong differential subordination and sharp inequalities for orthogonal processes
• A comparison theorem for solutions of stochastic differential equations and its applications
• Strong differential subordination and stochastic integration
• A norm inequality for Itô processes
• On a comparison theorem for solutions of stochastic differential equations and its applications
• Differential subordination and strong differential subordination for continuous-time martingales and related sharp inequalities
• Sharp inequalities for martingales with applications to the Beurling-Ahlfors and Riesz transforms
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