The Burkholder-Davis-Gundy inequality for enhanced martingales (Q3526646)
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scientific article; zbMATH DE number 5347028
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| English | The Burkholder-Davis-Gundy inequality for enhanced martingales |
scientific article; zbMATH DE number 5347028 |
Statements
25 September 2008
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Multi-fimensional continuous local martingale
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stochastic area process
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geometric rough paths
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finite Multi-fimensional continuous local martingale
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finite homogeneous \(p\)-variation
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Burkholder-Davis-Gundy inequality
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0.7949538826942444
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0.7759962677955627
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0.7728964686393738
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