Applications of pathwise Burkholder-Davis-Gundy inequalities (Q1750083): Difference between revisions

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+A trajectorial interpretation of Doob's martingale inequalities
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+Lebesgue spaces with variable exponent on a probability space
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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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+Stochastic integration and \(L^ p-\)theory of semimartingales
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+Maximal inequalities for Bessel processes
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+On pathwise counterparts of Doob's maximal inequalities
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+Robust hedging of the lookback option
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+Martingale Hardy spaces with variable exponents
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+Some dimension-free features of vector-valued martingales
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+On pathwise stochastic integration
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+Continuous exponential martingales and BMO
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+Q3862797
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+Burkholder-Gundy-Davis inequality in martingale Hardy spaces with variable exponent
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+Non-stopping times and stopping theorems
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+How badly are the Burkholder-Davis-Gundy inequalities affected by arbitrary random times?
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+A definition and some characteristic properties of pseudo-stopping times
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+Sharp maximal inequalities for the martingale square bracket
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+BMO-martingales and inequalities
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+Q3893054
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