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)

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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)

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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