On Fefferman and Burkholder-Davis-Gundy inequalities for E-martingales

DOI10.1007/S004400050218MaRDI QIDQ1291957zbMATH OpenOpenAlexFDO

Authors Tahir Choulli, Ch. Stricker, Leszek Krawczyk

Publication date 5 October 1999

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s004400050218

zbMATH Keywords

Burkholder-Davis-Gundy inequalitiesFefferman-type inequalitiesfinancial mathematicssemimartingale topologyspace of stochastic integralsuniform convergence

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Stochastic integrals (60H05)

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