{"entities":{"Q2758282":{"pageid":2769021,"ns":120,"title":"Item:Q2758282","lastrevid":47709715,"modified":"2026-01-02T12:10:20Z","type":"item","id":"Q2758282","labels":{"en":{"language":"en","value":"On the reverse H\u00f6lder inequality for a continuous exponential martingale"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 1679660"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2758282$D3105F72-5FEF-4407-AE47-6EDC5163ED4A","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"d0a2494e1c84efb0a926a7d8cfaf2c23a021cf35","datavalue":{"value":"1002.60039","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2758282$5577E327-6603-4769-A781-5D28366D4F0A","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"552888748f08621379d638eb023968bcc78a2f62","datavalue":{"value":{"entity-type":"item","numeric-id":1051981,"id":"Q1051981"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2758282$16B54244-25EF-4114-9AA6-7DBBCF89619D","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"647ff7685597afdb3a5ed5034dedffaf103053fe","datavalue":{"value":{"time":"+2003-01-01T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2758282$56EC8028-CCD6-4050-89CD-12C0E80138C1","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"54006f64703308f565a048b96b7c6d14d8f5c177","datavalue":{"value":"60G44","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2758282$39E834D6-5DC1-4674-8A3B-DC0CA6F7B9D8","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"70fd2d36d6aa90b4bc1061e599153c9c162b36af","datavalue":{"value":"1679660","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2758282$BCEE4F6E-EEF6-4E69-9A5C-BF859F46B83F","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"6a87df1f143281da911659a0eb6db3e9619a3776","datavalue":{"value":"BMO space","type":"string"},"datatype":"string"},"type":"statement","id":"Q2758282$E7CB18B3-27EC-41DB-8F6F-B072CECD5263","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"e9b1ff8f69d02473722155d52aa7425140aabded","datavalue":{"value":"continuous martingale","type":"string"},"datatype":"string"},"type":"statement","id":"Q2758282$3126CA89-2FBD-4ED5-818A-59B120AD23B7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"1ebc92b860cb4d25ba5ed3f1a2a4f267d2c9a650","datavalue":{"value":"exponential martingale","type":"string"},"datatype":"string"},"type":"statement","id":"Q2758282$74F5E053-C8E6-49A2-8D06-D8E294EA2A0F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"bbdbae17fd95ea6da443e4df5bf37904158b432f","datavalue":{"value":"reverse H\u00f6lder inequality","type":"string"},"datatype":"string"},"type":"statement","id":"Q2758282$CEC5AE56-A2F8-49B9-A58B-602C4210FFFE","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2758282$DB4D0E35-C360-45AB-9CEC-C1A51642A1B8","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"cb6ad0bdca3b570a4783f60df6c0fa0727cfd3d9","datavalue":{"value":{"text":"On the reverse H\u00f6lder inequality for a continuous exponential martingale","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2758282$751F427D-50D6-4825-9C00-7B014068EC61","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"88ce86cef5166d0439e0e67f12ea29b6a0773fde","datavalue":{"value":{"entity-type":"item","numeric-id":6769812,"id":"Q6769812"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2758282$F3099A47-8799-48F6-8C37-BC99A4795CF9","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"32005b2712e26c710221f4e60b27b013df48e7bb","datavalue":{"value":"Let \\(1<p<\\infty\\), \\(\\alpha_p=\\sqrt{p}(\\sqrt{p}+\\sqrt{p-1})\\), and let \\(M\\) be a uniformly integrable continuous martingale. It is shown that if NEWLINE\\[NEWLINE \\sup_T \\left\\|E\\left[\\exp\\left({1\\over 2}\\alpha_p(M_\\infty - M_T)\\right)\\biggl|{\\mathcal F}_T\\right]\\right\\|_\\infty <\\infty, NEWLINE\\]NEWLINE where the supremum is taken over all stopping times \\(T\\), then the exponential martingale \\({\\mathcal E}(M):= \\exp (M - {1 \\over 2} \\langle M \\rangle)\\) satisfies the reverse H\u00f6lder inequality: NEWLINE\\[NEWLINE E[{\\mathcal E} (M)^p_\\infty \\mid {\\mathcal F}_T] \\leq C_p {\\mathcal E} (M)^p_T NEWLINE\\]NEWLINE with a constant \\(C_p\\) independent of a stopping time \\(T\\). An example is given showing that for every \\(p>1\\) the constant \\(\\alpha_p/2\\) in the hypothesis is the best possible.","type":"string"},"datatype":"string"},"type":"statement","id":"Q2758282$5E505B76-6066-4E1F-B5E1-BCE844964D7E","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"6e2cab63a962063ae9a36fcf406e499e9ab226a5","datavalue":{"value":{"entity-type":"item","numeric-id":220901,"id":"Q220901"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2758282$C3AE2605-3E5C-49CF-BA50-599C3E4E8762","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"a7759bb8077da1e2d5fc7d89399ab3fd63643254","datavalue":{"value":{"entity-type":"item","numeric-id":4007298,"id":"Q4007298"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"88214e3ca469d71252a191a20e3217c2335ec8a7","datavalue":{"value":{"amount":"+0.8440964818000793","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2758282$8E4C50AE-E80E-43B0-8251-2A7A9EAAE479","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"6716512ba79d31078f13c16fe8f32c2eb8dfad42","datavalue":{"value":{"entity-type":"item","numeric-id":4311828,"id":"Q4311828"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b55872a5d4f188e9904a6e3dc88fb20a5c73c9e4","datavalue":{"value":{"amount":"+0.8411797881126404","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2758282$F66A845F-4E54-48C9-9E3D-2886C269132A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"5d6eefec20b663b414e16080e671f08a3ac26531","datavalue":{"value":{"entity-type":"item","numeric-id":3975566,"id":"Q3975566"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"e2e99faf64acb2fbebc876a7fea47da01bf0ef04","datavalue":{"value":{"amount":"+0.7885586023330688","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2758282$8787D501-6E1D-42D9-8470-1B5C3CBFC28D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"fca2a26a35ba7c0bec4650a8055c49763c83656f","datavalue":{"value":{"entity-type":"item","numeric-id":3780180,"id":"Q3780180"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"23e86f247b60c1c0ac7e593cfd5a3f3208e9c58c","datavalue":{"value":{"amount":"+0.7881978750228882","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2758282$1B09E558-66C3-42DB-9CFB-9E3B89E41629","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"996b5352833d9e4bed4d48e20579878ae466c9b9","datavalue":{"value":{"entity-type":"item","numeric-id":1092515,"id":"Q1092515"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"06568847643e1276728cb1a69718e3cfcce02712","datavalue":{"value":{"amount":"+0.777723491191864","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2758282$50EE48F3-C09D-4513-80EE-DC7767B2899F","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:2758282","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:2758282"}}}}}