On inequalities for two-parameter martingales

DOI10.1007/BF01442879zbMath0648.60052MaRDI QIDQ1105280

Peter Imkeller

Publication date: 1989

Published in: Mathematische Annalen (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/164556

zbMATH Keywords

quadratic variationtwo-parameter martingalesmartingale inequalitiesOrlicz normsinequalities of Davis type

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Generalizations of martingales (60G48) Martingales with continuous parameter (60G44)

Cites Work

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• On the quadratic variation of two-parameter continuous martingales
• Une formule d'Itô pour les martingales continues à deux indices et quelques applications
• Some inequalities for strong martingales
• 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
• Two-parameter martingales and their quadratic variation
• Stochastic integrals in the plane
• Extrapolation and interpolation of quasi-linear operators on martingales
• A class of two-parameter stochastic integrators
• On regularity of multiparameter amarts and martingales

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