{"entities":{"Q743380":{"pageid":745229,"ns":120,"title":"Item:Q743380","lastrevid":52094420,"modified":"2026-01-20T22:29:29Z","type":"item","id":"Q743380","labels":{"en":{"language":"en","value":"Maximal weak-type inequality for stochastic integrals"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6347289"}},"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":"Q743380$A146B5FC-1A24-4C9F-845B-E2B97B3F4437","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"744fe4831c8f3cfbd75847da907cc465256e5879","datavalue":{"value":{"text":"Maximal weak-type inequality for stochastic integrals","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q743380$99DC5E6A-8918-40DE-B792-C9926F0DACDC","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"2a0289247fcc06417c8ebb3a3f95c5369b013491","datavalue":{"value":"1318.60047","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q743380$A4C06FE6-0E64-49B9-9463-EE2FCBEDC422","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"f68eb9de5f4e69a3d49dfc41c006f96a150ae946","datavalue":{"value":{"entity-type":"item","numeric-id":187954,"id":"Q187954"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q743380$A377271A-B43A-4035-B391-664E05363272","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"b60e09a3d7958a10f59b9f0869ed67b1defbacb7","datavalue":{"value":{"time":"+2014-09-24T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q743380$1D07F896-D066-438D-A799-F195E4F682FF","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"6efaa37f8d21b3699b109cf37eae888a4302db2e","datavalue":{"value":"Based on the author's abstract: In this paper, the following results are obtained. Assume that \\(X\\) is a real-valued martingale starting from \\(0\\), \\(H\\) is a predictable process with values in \\([-1, 1]\\), and \\(Y\\) is the stochastic integral of \\(H\\) with respect to \\(X\\). Then, the following sharp weak-type estimates are derived:   (i) if \\(X\\) has continuous paths, then  \\[  {\\mathbb P} \\bigg( \\sup_{t \\geq 0} |Y_t| \\geq 1 \\bigg) \\leq 2 {\\mathbb E} \\sup_{t \\geq 0} X_t;  \\]  (ii) if \\(X\\) is arbitrary, then  \\[  {\\mathbb P} \\bigg( \\sup_{t \\geq 0} |Y_t| \\geq 1 \\bigg) \\leq 3.477977 \\ldots {\\mathbb E} \\sup_{t \\geq 0} X_t.  \\]  The proofs of these results are based on Burkholder's method and use the existence of certain special functions possessing appropriate concavity and majorisation properties.","type":"string"},"datatype":"string"},"type":"statement","id":"Q743380$8CADF355-E0CF-490E-A26F-D11137293A62","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"54006f64703308f565a048b96b7c6d14d8f5c177","datavalue":{"value":"60G44","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q743380$0037D979-6E3D-405F-A795-94B946741724","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"da30627b99013aa4f6027a3ecc134350da7269ea","datavalue":{"value":"60H05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q743380$2F7D66C8-1E3C-4E61-9094-3D3FA255F745","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"992313d9b9b544455669f241ed1399c94ffe67d0","datavalue":{"value":"6347289","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q743380$67A45241-2317-47C6-BBB9-BC69E22A17A4","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"497025502464a7cf9612f628a3b10a91be58c373","datavalue":{"value":"martingales","type":"string"},"datatype":"string"},"type":"statement","id":"Q743380$85F9B7FF-D6F0-4099-9743-CCA7570FCD4E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"3c542fd53b7d13f70200c5d48bcc2985f300ac61","datavalue":{"value":"running maximum","type":"string"},"datatype":"string"},"type":"statement","id":"Q743380$937CBE91-6810-47C6-A126-EAD35005CDF8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"f6f1048121e6966e87276da477c33bad3795568b","datavalue":{"value":"weak type inequality","type":"string"},"datatype":"string"},"type":"statement","id":"Q743380$4C300A6C-E284-4D6F-810E-A8542BD80131","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"790e37f93cb8e60308d4f3e5251c7e8709ba6e37","datavalue":{"value":"stochastic integrals","type":"string"},"datatype":"string"},"type":"statement","id":"Q743380$E8324305-FAEE-4939-8288-D32FC39896A6","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"f505346daee7b849227e5f9d6edc9ef37eb0e013","datavalue":{"value":{"entity-type":"item","numeric-id":249898,"id":"Q249898"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q743380$8084A02E-064A-4A04-A5DA-B0B7B1E2BA59","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"ec482cd19939ed461b1179fca18c1da1481d48fd","datavalue":{"value":{"entity-type":"item","numeric-id":271877,"id":"Q271877"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q743380$F6498F1D-A719-4B35-80F1-448F5B2438AC","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":"Q743380$BFE71864-5501-44D8-AD70-FB50CB3A54B6","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"98da81cdbe7ee1d88a6831e13b1eb3b1097e5f9d","datavalue":{"value":"https://doi.org/10.1214/ecp.v19-3151","type":"string"},"datatype":"url"},"type":"statement","id":"Q743380$5DFFBBDC-B736-47B2-8FC9-4E6B195CEB61","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"778339cfcc93c777e301d79abcf3dac1f1a71eb8","datavalue":{"value":"W2048362463","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q743380$A51C0B30-1768-4870-9E03-F1160BFA6C7B","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"e720d670d6ffcb97367d93b5e8f2210c4bcfc3d6","datavalue":{"value":"10.1214/ECP.V19-3151","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q743380$422D11BE-89F8-4CBA-BD54-74C20108E03B","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"c85ba7a0521d84aeda80dcdc6c9b14bd803cdc92","datavalue":{"value":{"entity-type":"item","numeric-id":2958729,"id":"Q2958729"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"4901089dd6a9fec759b1ae1dd3bb043a7abccb97","datavalue":{"value":{"amount":"+0.8875839710235596","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":"Q743380$21B7E1A4-C550-457D-A47F-3E84ACEC11DD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"9192284bdf865bbb44717848217a7391d570e0f1","datavalue":{"value":{"entity-type":"item","numeric-id":1038932,"id":"Q1038932"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"24b2db67a1742d0ffa45fdacb3da65ef8bd6ea4c","datavalue":{"value":{"amount":"+0.8632181286811829","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q743380$A3779763-1DED-499E-AB0A-AB4F6AC1B34A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"846f1b2b1f75ba77e61ba8335ecfea1bf5dea574","datavalue":{"value":{"entity-type":"item","numeric-id":3518256,"id":"Q3518256"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"a6413ba0756706e0e6685503242dffdb229196c1","datavalue":{"value":{"amount":"+0.8596868515014648","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":"Q743380$1ED22D4C-FF0A-4C81-BF54-3AE48B8F3393","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"c158865d0e1b469cbc3f077e62f06f62d491b8e0","datavalue":{"value":{"entity-type":"item","numeric-id":3071087,"id":"Q3071087"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"bd97661c6d95bf2094812097a94eac3151a2779c","datavalue":{"value":{"amount":"+0.849159836769104","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":"Q743380$5C228E36-1782-492A-AE95-39661748079A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"aac97e1bd450a2f3f7156e81d21f18a249cde703","datavalue":{"value":{"entity-type":"item","numeric-id":1928872,"id":"Q1928872"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"a6557420aa623760fd58efaa4f50c9976019bf5c","datavalue":{"value":{"amount":"+0.8488829135894775","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":"Q743380$9C43FD85-B5AF-410B-A300-6270BC32BA85","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:743380","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:743380"}}}}}