Burkholder’s function and a weighted 𝐿² bound for stochastic integrals (Q5119252)
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scientific article; zbMATH DE number 7243366
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Burkholder’s function and a weighted 𝐿² bound for stochastic integrals |
scientific article; zbMATH DE number 7243366 |
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Burkholder’s function and a weighted 𝐿² bound for stochastic integrals (English)
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3 September 2020
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martingale
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martingale transform
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Bellman function
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differential subordination
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