Maximal inequalities for a continuous semimartingale

DOI10.1080/1045112021000036554zbMath1021.60059OpenAlexW2083646565MaRDI QIDQ4804691

Litan Yan

Publication date: 15 October 2003

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/1045112021000036554

zbMATH Keywords

maximal inequalityIto formuladomination principlecontinuous semimartigale

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

Related Items (4)

\(L^p\)-estimates on a ratio involving a Bessel process ⋮ A ratio inequality for Bessel processes. ⋮ \(L^p\)-estimates on diffusion processes ⋮ Some improvements on the L_p inequalities for diffusion processes

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