A submartingale inequality

DOI10.1090/S0002-9939-96-03617-9zbMath0880.60045MaRDI QIDQ4896175

Changsun Choi

Publication date: 4 December 1996

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

zbMATH Keywords

norm inequalitydifferential subordinationsubmartingaleconditional differential subordination

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Martingales with discrete parameter (60G42)

Related Items (4)

The foundational inequalities of D. L. Burkholder and some of their ramifications ⋮ Logarithmic estimates for submartingales and their differential subordinates ⋮ Sharp maximal inequalities for the moments of martingales and non-negative submartingales ⋮ Strong differential subordination and sharp inequalities for orthogonal processes

Cites Work

• Boundary value problems and sharp inequalities for martingale transforms
• Strong differential subordination and stochastic integration

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