A maximal inequality for stochastic integrals

zbMATH Open1357.60057MaRDI QIDQ2958729FDOQ2958729

Authors: Mateusz Rapicki 

Publication date: 3 February 2017

Full work available at URL: http://www.math.uni.wroc.pl/~pms/publicationsArticle.php?nr=36.2&nrA=8&ppB=311&ppE=333

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zbMATH Keywords

martingalesstochastic integralssharp inequalities

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Martingales with continuous parameter (60G44) Stochastic integrals (60H05)

Cited In (13)

• Sharp inequality for martingale maximal functions and stochastic integrals
• Title not available (Why is that?)
• Two inequalities for iterated stochastic integrals
• Maximal weak-type inequality for stochastic integrals
• Maximal Moment Inequalities for Stochastic Processes
• On some inequalities of multiple stochastic integrals for normal martingales
• An extension of Pratelli's inequality
• Maximizers for the Stein-Tomas inequality
• Sharp maximal inequalities for stochastic processes
• Title not available (Why is that?)
• Maximal inequalities of the Itô integral with respect to Poisson random measures or Lévy processes on Banach spaces
• Maximal inequalities for stochastic integrals
• On maximal inequalities for stable stochastic integrals

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