Sharp maximal inequalities for stochastic integrals in which the integrator is a submartingale (Q4875542): Difference between revisions
From MaRDI portal
Created a new Item |
ReferenceBot (talk | contribs) Changed an Item |
||
(2 intermediate revisions by 2 users not shown) | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Stochastic integration and \(L^ p-\)theory of semimartingales / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Boundary value problems and sharp inequalities for martingale transforms / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q3957683 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Sharp inequalities for the distribution of a stochastic integral in which the integrator is a bounded submartingale / rank | |||
Normal rank | |||
links / mardi / name | links / mardi / name | ||
Latest revision as of 10:42, 24 May 2024
scientific article; zbMATH DE number 869990
Language | Label | Description | Also known as |
---|---|---|---|
English | Sharp maximal inequalities for stochastic integrals in which the integrator is a submartingale |
scientific article; zbMATH DE number 869990 |
Statements
Sharp maximal inequalities for stochastic integrals in which the integrator is a submartingale (English)
0 references
16 December 1996
0 references
martingale
0 references
submartingale
0 references
maximal inequality
0 references
differential subordination
0 references
strong subordination
0 references
stochastic integral
0 references