A generalization of the Burkholder–Davis–Gundy inequalities

DOI10.1080/17442508.2010.532216zbMath1220.60015OpenAlexW2121652562MaRDI QIDQ3017920

Junfen Mu, Zhichan Li, Huiyun Li

Publication date: 20 July 2011

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508.2010.532216

zbMATH Keywords

Doob-Meyer decompositionmartingalelocal martingaleBurkholder-Davis-Gundy inequalities

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Martingales with continuous parameter (60G44)

Cites Work

• Optimal stopping and best constants for Doob-like inequalities. I: The case \(p=1\)
• Inequalities for a Pair of Processes Stopped at a Random Time
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