Martingale Inequalities for the Maximum via Pathwise Arguments (Q2798582): Difference between revisions

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+A trajectorial interpretation of Doob's martingale inequalities
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+Q3049602
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+Q3884898
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+Martingale inequalities and deterministic counterparts
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+Pathwise versions of the Burkholder-Davis-Gundy inequality
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+A converse to the dominated convergence theorem
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+Arbitrage and duality in nondominated discrete-time models
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+The maximum maximum of a martingale constrained by an intermediate law
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+On Azéma-Yor processes, their optimal properties and the Bachelier-drawdown equation
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+Embedding laws in diffusions by functions of time
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+Root's barrier: construction, optimality and applications to variance options
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+Pathwise inequalities for local time: Applications to Skorokhod embeddings and optimal stopping
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+On the Distribution of Maxima of Martingale
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+The maximum maximum of a martingale with given \(n\) marginals
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+Robust hedging of the lookback option
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+Making Markov martingales meet marginals: With explicit constructions
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+An iterated Azéma-Yor type embedding for finitely many marginals
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+Sharp Martingale and Semimartingale Inequalities
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+Optimal stopping of the maximum process: The maximality principle
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+A Guided Tour through Excursions
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+Publication:2798582