A maximal inequality for stochastic integrals

MaRDI QIDQ2958729zbMATH OpenFDO

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

zbMATH Keywords

martingalesstochastic integralssharp inequalities

Mathematics Subject Classification ID

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

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Cited in

(13)

• Sharp maximal inequalities for stochastic processes
• Maximal inequalities of the Itô integral with respect to Poisson random measures or Lévy processes on Banach spaces
• Maximizers for the Stein-Tomas inequality
• On some inequalities of multiple stochastic integrals for normal martingales
• Maximal weak-type inequality for stochastic integrals
• Sharp inequality for martingale maximal functions and stochastic integrals
• Maximal inequalities for stochastic integrals
• scientific article; zbMATH DE number 18204 (Why is no real title available?)
• An extension of Pratelli's inequality
• On maximal inequalities for stable stochastic integrals
• Maximal Moment Inequalities for Stochastic Processes
• Two inequalities for iterated stochastic integrals
• scientific article; zbMATH DE number 4056706 (Why is no real title available?)

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