Sharp norm inequalities for stochastic integrals in which the integrator is a nonnegative supermartingale

zbMATH Open1171.60006MaRDI QIDQ3633244FDOQ3633244

Authors: Adam Osȩkowski 

Publication date: 18 June 2009

Full work available at URL: http://www.math.uni.wroc.pl/~pms/publications.php

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zbMATH Keywords

martingaleboundary value problemdifferential subordinationnorm inequalitystochastic integralsuperharmonic functionsupermartingaleconditional differential subordination

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Harmonic, subharmonic, superharmonic functions in higher dimensions (31B05) Stochastic integrals (60H05)

Cited In (4)

• Sharp inequalities for the distribution of a stochastic integral in which the integrator is a bounded submartingale
• Sharp maximal inequality for stochastic integrals
• Title not available (Why is that?)
• The foundational inequalities of D. L. Burkholder and some of their ramifications

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