Sharp maximal inequality for stochastic integrals

DOI10.1090/S0002-9939-08-09305-2zbMath1144.60035OpenAlexW2164617524MaRDI QIDQ3518256

Adam Osȩkowski

Publication date: 7 August 2008

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

Full work available at URL: https://doi.org/10.1090/s0002-9939-08-09305-2

zbMATH Keywords

martingalenorm inequalitymaximal inequalitystochastic integralmartingale transformsupermartingale

Mathematics Subject Classification ID

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

Related Items (8)

Doob-Type Estimates for Differentially Subordinated Martingales ⋮ The foundational inequalities of D. L. Burkholder and some of their ramifications ⋮ Sharp inequality for martingale maximal functions and stochastic integrals ⋮ Logarithmic estimates for submartingales and their differential subordinates ⋮ Sharp maximal inequality for nonnegative martingales ⋮ Sharp maximal inequalities for the moments of martingales and non-negative submartingales ⋮ Sharp maximal bound for continuous martingales ⋮ Maximal inequalities for continuous martingales and their differential subordinates

Cites Work

• Boundary value problems and sharp inequalities for martingale transforms
• Stochastic integration and \(L^ p-\)theory of semimartingales
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