Sharp norm inequality for bounded submartingales and stochastic integrals.
Osekowski, Adam
JIPAM. Journal of Inequalities in Pure & Applied Mathematics [electronic only], Tome 9 (2008), / Harvested from The Electronic Library of Mathematics
Publié le : 2008-01-01
EUDML-ID : urn:eudml:doc:129949
@article{05548912,
     title = {Sharp norm inequality for bounded submartingales and stochastic integrals.},
     journal = {JIPAM. Journal of Inequalities in Pure \& Applied Mathematics [electronic only]},
     volume = {9},
     year = {2008},
     zbl = {1162.60321},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05548912}
}
Osekowski, Adam. Sharp norm inequality for bounded submartingales and stochastic integrals.. JIPAM. Journal of Inequalities in Pure & Applied Mathematics [electronic only], Tome 9 (2008) . http://gdmltest.u-ga.fr/item/05548912/