The Burkholder-Davis-Gundy inequality for enhanced martingales (Q3526646)

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    The Burkholder-Davis-Gundy inequality for enhanced martingales
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      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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