On pathwise counterparts of Doob's maximal inequalities

DOI10.1134/S0081543814080070zbMath1325.60064arXiv1410.8264MaRDI QIDQ492170

Alexander A. Gushchin

Publication date: 20 August 2015

Published in: Proceedings of the Steklov Institute of Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1410.8264

zbMATH Keywords

submartingalesDoob's maximal inequalitiessupermatingales

Mathematics Subject Classification ID

Generalizations of martingales (60G48)

Related Items (1)

Applications of pathwise Burkholder-Davis-Gundy inequalities

Cites Work

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• Martingale Inequalities for the Maximum via Pathwise Arguments
• The Skorokhod Embedding Problem and Model-Independent Bounds for Option Prices
• The Best Bound in the L logL Inequality of Hardy and Littlewood and its Martingale Counterpart

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