Maximal inequalities for continuous martingales and their differential subordinates

DOI10.1090/S0002-9939-2010-10539-7zbMath1219.60044MaRDI QIDQ3082337

Adam Osȩkowski

Publication date: 10 March 2011

Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)

zbMATH Keywords

martingalemaximal inequalitystochastic integraldifferential subordination

Mathematics Subject Classification ID

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

Related Items (4)

A sharp maximal inequality for continuous martingales and their differential subordinates ⋮ A weighted maximal inequality for differentially subordinate martingales ⋮ Maximal inequalities for martingales and their differential subordinates ⋮ Sharp maximal \(L^p\)-bounds for continuous martingales and their differential subordinates

Cites Work

• Boundary value problems and sharp inequalities for martingale transforms
• Sharp maximal inequality for martingales and stochastic integrals
• A sharp and strict \(L^ p\)-inequality for stochastic integrals
• Differential subordination and strong differential subordination for continuous-time martingales and related sharp inequalities
• Sharp maximal inequality for stochastic integrals
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