On the Burkholder-Davis-Gundy inequalities for continuous martingales
From MaRDI portal
Publication:956389
DOI10.1016/J.SPL.2008.05.024zbMath1151.60309OpenAlexW1995630520MaRDI QIDQ956389
Publication date: 25 November 2008
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2008.05.024
Related Items (10)
RETRACTED: Solutions of the equilibrium equations with finite mass subject ⋮ On the speed of convergence of Picard iterations of backward stochastic differential equations ⋮ Gaussian stochastic volatility models: scaling regimes, large deviations, and moment explosions ⋮ A class of nonzero-sum investment and reinsurance games subject to systematic risks ⋮ BSDEs with stochastic Lipschitz condition: a general result ⋮ A probability approximation framework: Markov process approach ⋮ On the Stability of Kalman--Bucy Diffusion Processes ⋮ Convergence in Monge-Wasserstein distance of mean field systems with locally Lipschitz coefficients ⋮ Smooth density for the solution of scalar SDEs with locally Lipschitz coefficients under Hörmander condition ⋮ Heat flow regularity, Bismut-Elworthy-Li's derivative formula, and pathwise couplings on Riemannian manifolds with Kato bounded Ricci curvature
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A sharp good-\(\lambda\) inequality with an application to Riesz transforms
- Sharp inequalities for the conditional square function of a martingale
- Distribution function inequalities for martingales
- On the \(L^p\) norms of stochastic integrals and other martingales
- Semi-martingale inequalities via the Garsia-Rodemich-Rumsey lemma, and applications to local times
- L\({}^ p\) estimates on iterated stochastic integrals
- On the exponential Orlicz norms of stopped Brownian motion
This page was built for publication: On the Burkholder-Davis-Gundy inequalities for continuous martingales
