Sharp maximal inequality for martingales and stochastic integrals.

Osekowski, Adam

Electronic Communications in Probability [electronic only] (2009)

  • Volume: 14, page 17-30
  • ISSN: 1083-589X

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Osekowski, Adam. "Sharp maximal inequality for martingales and stochastic integrals.." Electronic Communications in Probability [electronic only] 14 (2009): 17-30. <http://eudml.org/doc/226410>.

@article{Osekowski2009,
author = {Osekowski, Adam},
journal = {Electronic Communications in Probability [electronic only]},
keywords = {martingale; stochastic integral; maximal function},
language = {eng},
pages = {17-30},
publisher = {University of Washington},
title = {Sharp maximal inequality for martingales and stochastic integrals.},
url = {http://eudml.org/doc/226410},
volume = {14},
year = {2009},
}

TY - JOUR
AU - Osekowski, Adam
TI - Sharp maximal inequality for martingales and stochastic integrals.
JO - Electronic Communications in Probability [electronic only]
PY - 2009
PB - University of Washington
VL - 14
SP - 17
EP - 30
LA - eng
KW - martingale; stochastic integral; maximal function
UR - http://eudml.org/doc/226410
ER -

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