Maximal inequalities for stochastic integrals

DOI10.4064/BA58-3-10zbMATH Open1208.60052OpenAlexW2030717048MaRDI QIDQ3071087FDOQ3071087

Authors: Adam Osȩkowski 

Publication date: 1 February 2011

Published in: Bulletin Polish Acad. Sci. Math. (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4064/ba58-3-10

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zbMATH Keywords

martingalenorm inequalitymaximal functionmartingale transformstochastic integral

Mathematics Subject Classification ID

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

Cited In (11)

• Sharp inequality for martingale maximal functions and stochastic integrals
• Two inequalities for iterated stochastic integrals
• Maximal weak-type inequality for stochastic integrals
• Maximal Moment Inequalities for Stochastic Processes
• Maximizers for the Stein-Tomas inequality
• Sharp maximal inequalities for stochastic processes
• Maximal inequalities of the Itô integral with respect to Poisson random measures or Lévy processes on Banach spaces
• Title not available (Why is that?)
• A sharp and strict \(L^ p\)-inequality for stochastic integrals
• A maximal inequality for stochastic integrals
• On maximal inequalities for stable stochastic integrals

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