Maximal weak-type inequality for stochastic integrals

DOI10.1214/ECP.V19-3151zbMATH Open1318.60047OpenAlexW2048362463MaRDI QIDQ743380FDOQ743380

Authors: Adam Osȩkowski 

Publication date: 24 September 2014

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/ecp.v19-3151

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zbMATH Keywords

martingalesrunning maximumstochastic integralsweak type inequality

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Stochastic integrals (60H05)

Cited In (5)

• Strong differential subordination and stochastic integration
• Burkholder's function and a weighted \(L^2\) bound for stochastic integrals
• Maximal inequalities for stochastic integrals
• A maximal inequality for stochastic integrals
• On maximal inequalities for stable stochastic integrals

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