On the Burkholder-Davis-Gundy inequalities for continuous martingales

DOI10.1016/j.spl.2008.05.024zbMath1151.60309OpenAlexW1995630520MaRDI QIDQ956389

Yao-Feng Ren

Publication date: 25 November 2008

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2008.05.024

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Martingales with continuous parameter (60G44)

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Cites Work

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• Distribution function inequalities for martingales
• On the \(L^p\) norms of stochastic integrals and other martingales
• Semi-martingale inequalities via the Garsia-Rodemich-Rumsey lemma, and applications to local times
• L\({}^ p\) estimates on iterated stochastic integrals
• On the exponential Orlicz norms of stopped Brownian motion
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