A submartingale inequality
HTML articles powered by AMS MathViewer
- by Changsun Choi PDF
- Proc. Amer. Math. Soc. 124 (1996), 2549-2553 Request permission
Abstract:
This paper extends Burkholder’s inequality between a nonnegative submartingale and a process strongly differentially subordinate to it.References
- D. L. Burkholder, Boundary value problems and sharp inequalities for martingale transforms, Ann. Probab. 12 (1984), no. 3, 647–702. MR 744226, DOI 10.1214/aop/1176993220
- Donald L. Burkholder, Sharp inequalities for martingales and stochastic integrals, Astérisque 157-158 (1988), 75–94. Colloque Paul Lévy sur les Processus Stochastiques (Palaiseau, 1987). MR 976214
- Donald L. Burkholder, Strong differential subordination and stochastic integration, Ann. Probab. 22 (1994), no. 2, 995–1025. MR 1288140
Additional Information
- Changsun Choi
- Affiliation: Department of Mathematics, University of Illinois, Urbana, Illinois 61801
- Address at time of publication: Global Analysis Research Center, Department of Mathematics, College of Natural Sciences, Seoul National University, Seoul 151-742, South Korea
- Email: choi@math.uiuc.edu, cchoi@math.snu.ac.kr
- Received by editor(s): February 1, 1995
- Communicated by: Richard Durrett
- © Copyright 1996 American Mathematical Society
- Journal: Proc. Amer. Math. Soc. 124 (1996), 2549-2553
- MSC (1991): Primary 60G42; Secondary 60E15
- DOI: https://doi.org/10.1090/S0002-9939-96-03617-9
- MathSciNet review: 1353381