On the Burkholder-Davis-Gundy inequalities for continuous martingales
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Publication:956389
DOI10.1016/j.spl.2008.05.024zbMath1151.60309OpenAlexW1995630520MaRDI QIDQ956389
Publication date: 25 November 2008
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2008.05.024
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Cites Work
- A sharp good-\(\lambda\) inequality with an application to Riesz transforms
- Sharp inequalities for the conditional square function of a martingale
- Distribution function inequalities for martingales
- On the \(L^p\) norms of stochastic integrals and other martingales
- Semi-martingale inequalities via the Garsia-Rodemich-Rumsey lemma, and applications to local times
- L\({}^ p\) estimates on iterated stochastic integrals
- On the exponential Orlicz norms of stopped Brownian motion
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