On inequalities for two-parameter martingales
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Publication:1105280
DOI10.1007/BF01442879zbMATH Open0648.60052MaRDI QIDQ1105280FDOQ1105280
Authors: P. Imkeller
Publication date: 1989
Published in: Mathematische Annalen (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/164556
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quadratic variationmartingale inequalitiesOrlicz normstwo-parameter martingalesinequalities of Davis type
Martingales with discrete parameter (60G42) Generalizations of martingales (60G48) Martingales with continuous parameter (60G44)
Cites Work
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- Une formule d'Itô pour les martingales continues à deux indices et quelques applications
- On the quadratic variation of two-parameter continuous martingales
- On regularity of multiparameter amarts and martingales
- Some inequalities for strong martingales
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- Two-parameter martingales and their quadratic variation
- A class of two-parameter stochastic integrators
- Comparaison des normes \(L^ p\) du processus croissant et de la variable maximale pour les martingales régulières à deux indices. Théoreme local correspondant
- Transformées de Burkholder et sommabilité de martingales à deux paramètres
Cited In (13)
- Inequalities for dominated martingales
- Exponential estimates for two-parameter martingales
- A biparameter decomposition of Davis–Garsia type
- Inequalities of two-parameter noncommutative martingales
- Martingale inequalities of type Dzhaparidze and van Zanten
- Exponential inequalities for two-parameter martingales
- Title not available (Why is that?)
- On the maximal inequalities for martingales involving two functions
- Title not available (Why is that?)
- On an inequality of Varopoulos for 2-parameter Brownian martingales
- Different kinds of two-parameter martingales
- Title not available (Why is that?)
- Inequalities for two-parameter martingales with respect to complex measure
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