Sharp maximal inequalities for stochastic integrals in which the integrator is a submartingale
From MaRDI portal
Publication:4875542
DOI10.1090/S0002-9939-96-03225-XzbMath0853.60039MaRDI QIDQ4875542
Publication date: 16 December 1996
Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)
martingalemaximal inequalitystochastic integraldifferential subordinationsubmartingalestrong subordination
Inequalities; stochastic orderings (60E15) Martingales with discrete parameter (60G42) Stochastic integrals (60H05)
Related Items
The foundational inequalities of D. L. Burkholder and some of their ramifications ⋮ A sharp weak-type bound for Itô processes and subharmonic functions ⋮ Strong differential subordinates for noncommutative submartingales
Cites Work