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

MaRDI QIDQ3633244zbMATH OpenFDO

Authors Adam Osȩkowski

Publication date 18 June 2009

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

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)

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