A sharp weak-type bound for Itô processes and subharmonic functions
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Publication:654868
DOI10.1215/21562261-1424893zbMath1234.60048MaRDI QIDQ654868
Publication date: 23 December 2011
Published in: Kyoto Journal of Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1215/21562261-1424893
maximal function; martingale; subharmonic function; differential subordination; submartingale; strong differential subordination
60G44: Martingales with continuous parameter
31A05: Harmonic, subharmonic, superharmonic functions in two dimensions
60H05: Stochastic integrals
Cites Work
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