A generalization of the Burkholder–Davis–Gundy inequalities

DOI10.1080/17442508.2010.532216MaRDI QIDQ3017920zbMATH OpenOpenAlexFDO

Authors Huiyun Li, Junfen Mu, Zhichan Li

Publication date 20 July 2011

Published in Stochastics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442508.2010.532216

zbMATH Keywords

Burkholder-Davis-Gundy inequalitiesDoob-Meyer decompositionlocal martingalemartingale

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Martingales with continuous parameter (60G44)

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• scientific article; zbMATH DE number 192908 (Why is no real title available?)
• Inequalities for a Pair of Processes Stopped at a Random Time
• Optimal stopping and best constants for Doob-like inequalities. I: The case \(p=1\)

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