Exponential Burkholder Davis Gundy Inequalities

DOI10.1112/S0024609396002433zbMATH Open0874.60074MaRDI QIDQ4342133FDOQ4342133

Authors Victor H. de la Peña, Nathalie Eisenbaum 

Publication date 10 November 1997

Published in Bulletin of the London Mathematical Society (Search for Journal in Brave)

zbMATH Keywords

processes with independent incrementsdecoupling inequalitiesKlass's inequalities

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Martingales with discrete parameter (60G42) Brownian motion (60J65)

Recommendations

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Cited in

(6)

• The growth of additive processes
• Doob’s and Burkholder-Davis-Gundy inequalities with variable exponent
• Occupation times and beyond.
• Hausdorff dimension of the image of additive processes
• Maximal inequalities for additive processes
• A note on the implied volatility of floating strike Asian options

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