On the L^p norms of stochastic integrals and other martingales

Cited In (61)

Large deviation principle for the two-dimensional stochastic Navier-Stokes equations with anisotropic viscosity
Instantaneous everywhere-blowup of parabolic SPDEs
Optimal anytime regret with two experts
Obstacle Problems Generated by the Estimates of Square Function
RARE EVENTS IN THE STOCHASTIC CAMASSA–HOLM EQUATION
Some effects of the noise intensity upon non-linear stochastic heat equations on $[0, 1]$
Sharp Maximal Inequalities for Conditionally Symmetric Martingales and Brownian Motion
Sharp martingale inequalities and applications to Riesz transforms on manifolds, Lie groups and Gauss space
Stochastic Convolutions Driven by Martingales: Maximal Inequalities and Exponential Integrability
Analysis of a stratified Kraichnan flow
Large deviation principles for the stochastic quasi-geostrophic equations
Algebraic polynomials and moments of stochastic integrals
Realised volatility and parametric estimation of Heston SDEs
Initial measures for the stochastic heat equation
On the stochastic heat equation with spatially-colored random forcing
Sharp maximal inequalities for the martingale square bracket
The Kolmogorov Inequality for the Maximum of the Sum of Random Variables and Its Martingale Analogues
Semi-discrete semi-linear parabolic SPDEs
Optimal stopping inequalities for the integral of Brownian paths
On the small time asymptotics of stochastic non-Newtonian fluids
Sharp Square-Function Inequalities for Conditionally Symmetric Martingales
Weak nonmild solutions to some SPDEs
Square functions and the Hamming cube: duality
Stochastic 3D tamed Navier-Stokes equations: existence, uniqueness and small time large deviation principles
On the Burkholder-Davis-Gundy inequalities for continuous martingales
On the chaotic character of the stochastic heat equation. II
On the chaotic character of the stochastic heat equation, before the onset of intermitttency
Upper bounds for the $L_ p$-norms of martingales
On the best constant in Marcinkiewicz-Zygmund inequality
Large deviations for stochastic nonlinear beam equations
Solving non–linear optimal stopping problems by the method of time–change
Well-posedness and large deviations of the stochastic modified Camassa-Holm equation
Large deviation principles for 2-D stochastic Navier-Stokes equations driven by Lévy processes
Spatial Stationarity, Ergodicity, and CLT for Parabolic Anderson Model with Delta Initial Condition in Dimension $d\geq 1$
Small time asymptotics for SPDEs with locally monotone coefficients
Optimal smoothing and decay estimates for viscously damped conservation laws, with applications to the 2-D Navier-Stokes equation
Weighted 𝐿² inequalities for square functions
A weak-type inequality for the martingale square function
A weighted central limit theorem
Well-posedness and the small time large deviations of the stochastic integrable equation governing short-waves in a long-wave model
On the small time asymptotics of scalar stochastic conservation laws
On the small time asymptotics of the two-dimensional stochastic Navier-Stokes equations
On the existence and position of the farthest peaks of a family of stochastic heat and wave equations
Stability in Burkholder's differentially subordinate martingales inequalities and applications to Fourier multipliers
A note on maximal estimates for stochastic convolutions
Hamming cube and martingales
PASSPORT OPTIONS
Bellman functions and $L^p$ estimates for paraproducts
On the stochastic two-component b-family system
Spatial ergodicity for SPDEs via Poincaré-type inequalities
Semi-martingale inequalities via the Garsia-Rodemich-Rumsey lemma, and applications to local times
Remarks on moment inequalities and identities for martingales
Intermittency for stochastic partial differential equations driven by strongly inhomogeneous space-time white noises
Intermittency and Chaos for a Nonlinear Stochastic Wave Equation in Dimension 1
Weighted inequalities for the dyadic square function
On Maximal Inequalities for Ornstein--Uhlenbeck Processes with Jumps
Central limit theorems for parabolic stochastic partial differential equations
On the small time asymptotics of quasilinear parabolic stochastic partial differential equations
Sharp inequalities for the dyadic square function in the BMO setting
On complete convergence of triangular arrays of independent random variables
The foundational inequalities of D. L. Burkholder and some of their ramifications

This page was built for publication: On the $L^p$ norms of stochastic integrals and other martingales

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1234959)