scientific article; zbMATH DE number 4176129

MaRDI QIDQ3200331zbMATH OpenFDO

Authors L. Galtchouk

Publication date 1989

zbMATH Keywords

Burkholder-Davis-Gundy inequalityquadratic variation processLenglart's inequality

Mathematics Subject Classification ID

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

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(7)

• scientific article; zbMATH DE number 4044871 (Why is no real title available?)
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• On Fefferman and Burkholder-Davis-Gundy inequalities for \({\mathcal E}\)-martingales
• Une extension d'une inégalité de burkholder, davis, gundy pour les processus à α-variation bornée et applications
• Optional projection under equivalent local martingale measures
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