Burkholder's submartingales from a stochastic calculus perspective
From MaRDI portal
Publication:733354
zbMath1176.60033arXiv0705.3633MaRDI QIDQ733354
Publication date: 15 October 2009
Published in: Illinois Journal of Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0705.3633
Doob-Meyer decompositionBurkholder-Davis-Gundy inequalitiesbalayage formulaecontinuous submartingales
Cites Work