Sharp inequality for martingale maximal functions and stochastic integrals

zbMath1260.60081MaRDI QIDQ1928872

Adam Osȩkowski

Publication date: 4 January 2013

Published in: Illinois Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ijm/1336049987

zbMATH Keywords

Itô integraloptimal constantBurkholder's technique

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Martingales with discrete parameter (60G42) Martingales with continuous parameter (60G44)

Related Items

A sharp maximal inequality for continuous martingales and their differential subordinates, Sharp maximal \(L^p\)-bounds for continuous martingales and their differential subordinates

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