Sharp maximal inequalities for continuous-path semimartingales

DOI10.7153/MIA-16-05zbMath1262.60041OpenAlexW2319733529MaRDI QIDQ4908600

Adam Osȩkowski

Publication date: 6 March 2013

Published in: Mathematical Inequalities & Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.7153/mia-16-05

zbMATH Keywords

maximal inequalitystochastic integraldifferential subordinationsupermartingale

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Martingales with continuous parameter (60G44)

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