How badly are the Burkholder-Davis-Gundy inequalities affected by arbitrary random times? (Q2483453): Difference between revisions
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Revision as of 07:56, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | How badly are the Burkholder-Davis-Gundy inequalities affected by arbitrary random times? |
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How badly are the Burkholder-Davis-Gundy inequalities affected by arbitrary random times? (English)
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28 April 2008
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random times
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progressive enlargement of filtrations
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martingale inequalities
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