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

From MaRDI portal
Publication:1234959

DOI10.1215/S0012-7094-76-04354-4zbMath0349.60061MaRDI QIDQ1234959

Burgess Davis

Publication date: 1976

Published in: Duke Mathematical Journal (Search for Journal in Brave)




Related Items (60)

On Maximal Inequalities for Ornstein--Uhlenbeck Processes with JumpsLarge deviation principles for 2-D stochastic Navier-Stokes equations driven by Lévy processesOn complete convergence of triangular arrays of independent random variablesLarge deviations for stochastic nonlinear beam equationsWell-posedness and large deviations of the stochastic modified Camassa-Holm equationCentral limit theorems for parabolic stochastic partial differential equationsOptimal smoothing and decay estimates for viscously damped conservation laws, with applications to the 2-D Navier-Stokes equationOn the chaotic character of the stochastic heat equation. IIUpper bounds for the \(L_ p\)-norms of martingalesOn the chaotic character of the stochastic heat equation, before the onset of intermitttencyHamming cube and martingalesIntermittency for stochastic partial differential equations driven by strongly inhomogeneous space-time white noisesThe foundational inequalities of D. L. Burkholder and some of their ramificationsWeak nonmild solutions to some SPDEsOptimal anytime regret with two expertsThe Kolmogorov Inequality for the Maximum of the Sum of Random Variables and Its Martingale AnaloguesOn the small time asymptotics of scalar stochastic conservation lawsOn the small time asymptotics of quasilinear parabolic stochastic partial differential equationsWell-posedness and the small time large deviations of the stochastic integrable equation governing short-waves in a long-wave modelOn the existence and position of the farthest peaks of a family of stochastic heat and wave equationsLarge deviation principle for the two-dimensional stochastic Navier-Stokes equations with anisotropic viscositySharp inequalities for the dyadic square function in the BMO settingRemarks on moment inequalities and identities for martingalesRARE EVENTS IN THE STOCHASTIC CAMASSA–HOLM EQUATIONInitial measures for the stochastic heat equationOn the small time asymptotics of stochastic non-Newtonian fluidsStochastic 3D tamed Navier-Stokes equations: existence, uniqueness and small time large deviation principlesLarge deviation principles for the stochastic quasi-geostrophic equationsA weak-type inequality for the martingale square functionSquare functions and the Hamming cube: dualityWeighted inequalities for the dyadic square functionOn the Burkholder-Davis-Gundy inequalities for continuous martingalesSharp Square-Function Inequalities for Conditionally Symmetric MartingalesOn the stochastic heat equation with spatially-colored random forcingAlgebraic polynomials and moments of stochastic integralsA weighted central limit theoremOn the small time asymptotics of the two-dimensional stochastic Navier-Stokes equationsAnalysis of a stratified Kraichnan flowOn the best constant in Marcinkiewicz-Zygmund inequalityPASSPORT OPTIONSSmall time asymptotics for SPDEs with locally monotone coefficientsStochastic Convolutions Driven by Martingales: Maximal Inequalities and Exponential IntegrabilityStability in Burkholder's differentially subordinate martingales inequalities and applications to Fourier multipliersSome effects of the noise intensity upon non-linear stochastic heat equations on \([0, 1\)] ⋮ Sharp martingale inequalities and applications to Riesz transforms on manifolds, Lie groups and Gauss spaceSharp maximal inequalities for the martingale square bracketSemi-discrete semi-linear parabolic SPDEsOptimal stopping inequalities for the integral of Brownian pathsOn the stochastic two-component b-family systemBellman functions and $L^p$ estimates for paraproductsSpatial Stationarity, Ergodicity, and CLT for Parabolic Anderson Model with Delta Initial Condition in Dimension $d\geq 1$Sharp Maximal Inequalities for Conditionally Symmetric Martingales and Brownian MotionSpatial ergodicity for SPDEs via Poincaré-type inequalitiesIntermittency and Chaos for a Nonlinear Stochastic Wave Equation in Dimension 1Semi-martingale inequalities via the Garsia-Rodemich-Rumsey lemma, and applications to local timesA note on maximal estimates for stochastic convolutionsRealised volatility and parametric estimation of Heston SDEsWeighted 𝐿² inequalities for square functionsObstacle Problems Generated by the Estimates of Square FunctionSolving non–linear optimal stopping problems by the method of time–change




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