Sharp maximal inequality for stochastic integrals

DOI10.1090/S0002-9939-08-09305-2MaRDI QIDQ3518256zbMATH OpenOpenAlexFDO

Authors Adam Osȩkowski

Publication date 7 August 2008

Published in Proceedings of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1090/s0002-9939-08-09305-2

zbMATH Keywords

martingalemartingale transformmaximal inequalitynorm inequalitystochastic integralsupermartingale

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Stochastic integrals (60H05)

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Cites work

• Boundary value problems and sharp inequalities for martingale transforms
• scientific article; zbMATH DE number 17010 (Why is no real title available?)
• scientific article; zbMATH DE number 1107584 (Why is no real title available?)
• Stochastic integration and \(L^ p-\)theory of semimartingales

Cited in

(20)

• Sharp maximal inequality for martingales and stochastic integrals
• A sharp and strict L^ p-inequality for stochastic integrals
• The foundational inequalities of D. L. Burkholder and some of their ramifications
• Sharp inequality for martingale maximal functions and stochastic integrals
• Doob-Type Estimates for Differentially Subordinated Martingales
• A maximal inequality for stochastic integrals
• Maximal inequalities for stochastic integrals
• Maximal inequalities for continuous martingales and their differential subordinates
• Sharp norm inequality for bounded submartingales and stochastic integrals
• Sharp norm inequalities for stochastic integrals in which the integrator is a nonnegative supermartingale
• scientific article; zbMATH DE number 4098417 (Why is no real title available?)
• scientific article; zbMATH DE number 1107584 (Why is no real title available?)
• Sharp maximal inequalities for stochastic integrals in which the integrator is a submartingale
• Sharp maximal inequalities for stochastic processes
• Logarithmic estimates for submartingales and their differential subordinates
• Sharp maximal inequality for nonnegative martingales
• Sharp maximal inequalities for the moments of martingales and non-negative submartingales
• Maximal weak-type inequality for stochastic integrals
• On maximal inequalities for stable stochastic integrals
• Sharp maximal bound for continuous martingales

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