A trajectorial interpretation of Doob's martingale inequalities (Q363856)

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A trajectorial interpretation of Doob's martingale inequalities
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    title
    A trajectorial interpretation of Doob's martingale inequalities (English)
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    DOI
    10.1214/12-AAP878
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    author
    Beatrice Acciaio
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    Mathias Beiglböck
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    Friedrich Penkner
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    Walter Schachermayer
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    Johannes P. Temme
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    publication date
    5 September 2013
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    Mathematics Subject Classification ID
    60G42
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    60G44
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    91G20
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    zbMATH DE Number
    6205800
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    zbMATH Keywords
    Doob maximal inequalities
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    martingale inequalities
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    pathwise hedging
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    arXiv ID
    1202.0447
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