Sharp norm inequalities for stochastic integrals in which the integrator is a nonnegative supermartingale (Q3633244)

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scientific article; zbMATH DE number 5566163
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    Sharp norm inequalities for stochastic integrals in which the integrator is a nonnegative supermartingale
    scientific article; zbMATH DE number 5566163

      Statements

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      18 June 2009
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      stochastic integral
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      martingale
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      supermartingale
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      norm inequality
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      differential subordination
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      conditional differential subordination
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      superharmonic function
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      boundary value problem
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