Doob's inequalities revisited: A maximal H^ 1-embedding
DOI10.1016/0304-4149(88)90043-9zbMATH Open0653.60038OpenAlexW1966652723MaRDI QIDQ1107901FDOQ1107901
Authors: S. D. Jacka 
Publication date: 1988
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(88)90043-9
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Brownian motion (60J65) Maximal functions, Littlewood-Paley theory (42B25) (H^p)-spaces (42B30) Distribution theory (60E99) Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44) General theory of stochastic processes (60G07)
Cites Work
- A converse to the dominated convergence theorem
- Title not available (Why is that?)
- Optimal stopping and best constants for Doob-like inequalities. I: The case \(p=1\)
- Title not available (Why is that?)
- Construction of a martingale with given absolute value
- Every nonnegative submartingale is the absolute value of a martingale
- Title not available (Why is that?)
- Title not available (Why is that?)
Cited In (10)
- A construction of the left-curtain coupling
- Robust pricing and hedging of double no-touch options
- On joint distributions of the maximum, minimum and terminal value of a continuous uniformly integrable martingale
- Estimates for the diameter of a martingale
- Skorokhod embeddings, minimality and non-centred target distributions
- Martingales with given maxima and terminal distributions
- Weak characterizations of stochastic integrability and Dudley's theorem in infinite dimensions
- Optimal transport and Skorokhod embedding
- An optimal Skorokhod embedding for diffusions
- On Doob's maximal inequality for Brownian motion
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