Maximal Inequalities for Stochastic Integrals

DOI10.4064/BA58-3-10zbMath1208.60052OpenAlexW2030717048MaRDI QIDQ3071087

Adam Osȩkowski

Publication date: 1 February 2011

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/ba58-3-10

zbMATH Keywords

maximal functionmartingalenorm inequalitystochastic integralmartingale transform

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Martingales with continuous parameter (60G44) Stochastic integrals (60H05)

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