On Fefferman and Burkholder-Davis-Gundy inequalities for E-martingales
DOI10.1007/S004400050218zbMATH Open0932.60050OpenAlexW2378815088MaRDI QIDQ1291957FDOQ1291957
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
Recommendations
- On the Burkholder-Davis-Gundy inequalities for continuous martingales
- Publication:3200331
- The Burkholder-Davis-Gundy inequality for enhanced martingales
- scientific article; zbMATH DE number 6672036
- Burkholder-Gundy-Davis inequality on Lorentz martingale spaces
- Martingale inequalities under \(G\)-expectation and their applications
- scientific article; zbMATH DE number 4028525
uniform convergencefinancial mathematicsBurkholder-Davis-Gundy inequalitiesFefferman-type inequalitiessemimartingale topologyspace of stochastic integrals
Cited In (17)
- Title not available (Why is that?)
- Title not available (Why is that?)
- A general downcrossing inequality for \(g\)-martingales
- On the best constant in the estimate related to \(H^1-\mathrm{BMO}\) duality
- \(A_1\) Fefferman-Stein inequality for maximal functions of martingales in uniformly smooth spaces
- Free lunch and arbitrage possibilities in a financial market model with an insider.
- An extension of Pratelli's inequality
- Structure Conditions under Progressively Added Information
- Explicit description of all deflators for market models under random horizon with applications to NFLVR
- MARKOWITZ'S PORTFOLIO OPTIMIZATION IN AN INCOMPLETE MARKET
- Fuk's inequalities for stochastic fields of reversed martingales
- The Burkholder-Davis-Gundy inequality for enhanced martingales
- $\mathcal{L}^p$-PROJECTIONS OF RANDOM VARIABLES AND ITS APPLICATION TO FINANCE
- From actuarial to financial valuation principles
- AN APPROXIMATE APPROACH TO THE EXPONENTIAL UTILITY INDIFFERENCE VALUATION
- Title not available (Why is that?)
- Representation for martingales living after a random time with applications
This page was built for publication: On Fefferman and Burkholder-Davis-Gundy inequalities for \({\mathcal E}\)-martingales
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1291957)