Application de la relation de domination à certains renforcements des inégalités de martingales

Marc Yor

Séminaire de probabilités de Strasbourg (1982)

  • Volume: 16, page 221-233

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Yor, Marc. "Application de la relation de domination à certains renforcements des inégalités de martingales." Séminaire de probabilités de Strasbourg 16 (1982): 221-233. <http://eudml.org/doc/113376>.

@article{Yor1982,
author = {Yor, Marc},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {martingale inequalities; Burgess Davis inequality; Fefferman's inequality},
language = {fre},
pages = {221-233},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Application de la relation de domination à certains renforcements des inégalités de martingales},
url = {http://eudml.org/doc/113376},
volume = {16},
year = {1982},
}

TY - JOUR
AU - Yor, Marc
TI - Application de la relation de domination à certains renforcements des inégalités de martingales
JO - Séminaire de probabilités de Strasbourg
PY - 1982
PB - Springer - Lecture Notes in Mathematics
VL - 16
SP - 221
EP - 233
LA - fre
KW - martingale inequalities; Burgess Davis inequality; Fefferman's inequality
UR - http://eudml.org/doc/113376
ER -

References

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  1. [1] J. Azema, M. Yor : En guise d'Introduction (... aux Temps Locaux). Astérisque52-53 (1978). Soc. Math. France. 
  2. [2] M.T. Barlow, M. Yor : (Semi-)martingale inequalities and Local Times. Zeitschrift für Wahr., 55 (1981), 237-254. Zbl0451.60050
  3. [3] K. Bitcheler, D. Fonken : A simple version of the Malliavin Calculus in dimension one. Preprint (1981). 
  4. [4] D. Burkholder : Distribution function inequalities for martingales. Ann. of Proba.1, 1973, 19-42. Zbl0301.60035
  5. [5] D. Burkholder : One-sided Maximal Functions and Hp. Journal of Funct. Analysis18, 429-454, 1975. Zbl0294.31005MR365693
  6. [6] D. Burkholder, B. Davis R. Gundy : Integral inequalities for convex functions of operators on martingales. Proc. Sixth Berkeley Symp. Math. Statistics and Probability2 (1972), 223-240. Zbl0253.60056MR400380
  7. [7] A. Garsia : The Burgess Davis inequalities via Fefferman's inequalities. Arkiv für Math., Zbl0294.60037
  8. [8] A. Garsia : Martingale Inequalities : Seminar Notes on Recent Progress. Benjamin (1973). Zbl0284.60046MR448538
  9. [9] E. Lenglart : Relation de domination entre deux processus. Ann. Inst. H. Poincaré13 (1977), 171-179. Zbl0373.60054MR471069
  10. [10] E. Lenglart, D. Lepingle, M. Pratelli : Présentation unifiée de certaines inégalités de la théorie des martingales. Sém. Proba. XIV. Lect. Notes in Maths784. Springer (1980). Zbl0427.60042MR580107
  11. [11] P.A. Meyer : Un cours sur les intégrales stochastiques. Sém. Probas X, Lect. Notes511, Springer (1976). Zbl0374.60070MR501332
  12. [12] J.W. Pitman : A note on L2 maximal inequalities. Sém. Probas XV. Lect. Notes in Maths.850. Springer (1981). Zbl0481.60050MR622567
  13. [13] M. Yor : Les inégalités de sous-martingales comme conséquences de la relation de domination. Stochastics, (1979), vol. 3, p.1-15. Zbl0437.60038MR546696

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