Some inequalities for \(p\)-variations of martingales.
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Publication:2574624
DOI10.1016/j.spa.2003.09.010zbMath1075.60039MaRDI QIDQ2574624
Publication date: 29 November 2005
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2003.09.010
60E15: Inequalities; stochastic orderings
60G42: Martingales with discrete parameter
46E30: Spaces of measurable functions ((L^p)-spaces, Orlicz spaces, Köthe function spaces, Lorentz spaces, rearrangement invariant spaces, ideal spaces, etc.)
60G46: Martingales and classical analysis
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