Sharp norm inequality for bounded submartingales and stochastic integrals.
JIPAM. Journal of Inequalities in Pure & Applied Mathematics [electronic only] (2008)
- Volume: 9, Issue: 4, page Paper No. 93, 9 p., electronic only-Paper No. 93, 9 p., electronic only
- ISSN: 1443-5756
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topOsekowski, Adam. "Sharp norm inequality for bounded submartingales and stochastic integrals.." JIPAM. Journal of Inequalities in Pure & Applied Mathematics [electronic only] 9.4 (2008): Paper No. 93, 9 p., electronic only-Paper No. 93, 9 p., electronic only. <http://eudml.org/doc/129949>.
@article{Osekowski2008,
author = {Osekowski, Adam},
journal = {JIPAM. Journal of Inequalities in Pure & Applied Mathematics [electronic only]},
keywords = {martingale; submartingale; stochastic integral; norm inequality; differential subordination},
language = {eng},
number = {4},
pages = {Paper No. 93, 9 p., electronic only-Paper No. 93, 9 p., electronic only},
publisher = {Victoria University, School of Communications and Informatics},
title = {Sharp norm inequality for bounded submartingales and stochastic integrals.},
url = {http://eudml.org/doc/129949},
volume = {9},
year = {2008},
}
TY - JOUR
AU - Osekowski, Adam
TI - Sharp norm inequality for bounded submartingales and stochastic integrals.
JO - JIPAM. Journal of Inequalities in Pure & Applied Mathematics [electronic only]
PY - 2008
PB - Victoria University, School of Communications and Informatics
VL - 9
IS - 4
SP - Paper No. 93, 9 p., electronic only
EP - Paper No. 93, 9 p., electronic only
LA - eng
KW - martingale; submartingale; stochastic integral; norm inequality; differential subordination
UR - http://eudml.org/doc/129949
ER -
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