Exponential Burkholder Davis Gundy Inequalities
From MaRDI portal
Publication:4342133
DOI10.1112/S0024609396002433zbMath0874.60074MaRDI QIDQ4342133
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)
Inequalities; stochastic orderings (60E15) Martingales with discrete parameter (60G42) Brownian motion (60J65)
Related Items
The growth of additive processes ⋮ Maximal inequalities for additive processes ⋮ Hausdorff dimension of the image of additive processes ⋮ Occupation times and beyond. ⋮ A note on the implied volatility of floating strike Asian options