An inequality for the predictable projection of an adapted process

Freddy Delbaen; Walter Schachermayer

Séminaire de probabilités de Strasbourg (1995)

  • Volume: 29, page 17-24

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Delbaen, Freddy, and Schachermayer, Walter. "An inequality for the predictable projection of an adapted process." Séminaire de probabilités de Strasbourg 29 (1995): 17-24. <http://eudml.org/doc/113899>.

@article{Delbaen1995,
author = {Delbaen, Freddy, Schachermayer, Walter},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {conditional expectation; approximate integrability conditions; inequality; predictable projection},
language = {eng},
pages = {17-24},
publisher = {Springer - Lecture Notes in Mathematics},
title = {An inequality for the predictable projection of an adapted process},
url = {http://eudml.org/doc/113899},
volume = {29},
year = {1995},
}

TY - JOUR
AU - Delbaen, Freddy
AU - Schachermayer, Walter
TI - An inequality for the predictable projection of an adapted process
JO - Séminaire de probabilités de Strasbourg
PY - 1995
PB - Springer - Lecture Notes in Mathematics
VL - 29
SP - 17
EP - 24
LA - eng
KW - conditional expectation; approximate integrability conditions; inequality; predictable projection
UR - http://eudml.org/doc/113899
ER -

References

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  3. [Bu]. D. Burkholder, Distribution Function Inequalities for Martingales, Annals of Probability1 (1973), 19 - 42. Zbl0301.60035MR365692
  4. [D-S]. F. Delbaen, W. Schachermayer, A General Version of the Fundamental Theorem of Asset Pricing, submitted. Zbl0865.90014
  5. [D]. S.J. Dilworth, Some probabilistic inequalities with applications to functional analysis, Banach Spaces (Bor-Luh Lin, W. B. Johnson ed.), Contemp. Math., AMS, (1992). Zbl0793.60014MR1209446
  6. [G]. A.M. Garsia, Martingale Inequalities, W. A. Benjamin, Reading, Mass., 1973. Zbl0284.60046MR448538
  7. [J]. T. Jeulin, Semimartingales et Grossissement d'une Filtration, SpringerLNM833 (1980). Zbl0444.60002MR604176
  8. [J-M-S-T]. W.B. Johnson, B. Maurey, G. Schechtman, L. Tzafriri, Symmetric structures in Banach spaces, Mem. AMS no. 217 (1979), vol. 19. Zbl0421.46023MR527010
  9. [K-W]. S. Kwapien, W. Woyczynski, Random Series and Stochastic Integrals: Single and Multiple, Birkhäuser, Boston-Basel-Berlin, 1992. Zbl0751.60035MR1167198
  10. [L]. D. Lépingle, Une inégalité de martingales, Sém. de Proba XII, SpringerLNM649 (1978), 134-137. Zbl0375.60060
  11. [S]. E.M. Stein, Topics in Harmonic Analysis, Ann. of Math. Studies63, Princeton Univ. Press (1970). Zbl0193.10502
  12. [Y]. M. Yor, Inégalités entre processus minces et applications, CRASParis286, Serie A (1978), 799-801. Zbl0389.60039

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