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A generalisation of the Burkholder-Davis-Gundy inequalities - MaRDI portal

A generalisation of the Burkholder-Davis-Gundy inequalities

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Publication:6350237

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DOI10.1214/22-ECP493zbMath1515.60119arXiv2009.14672MaRDI QIDQ6350237

Ma. Elena Hernández-Hernández, S. D. Jacka

Publication date: 30 September 2020

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Generalizations of martingales (60G48) Martingales with continuous parameter (60G44)

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