A trajectorial interpretation of Doob's martingale inequalities

B. Acciaio, M. Beiglb\"ock, F. Penkner, W. Schachermayer and J. Temme

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Abstract: We present a unified approach to Doob's $L^p$ maximal inequalities for $1\leq p

Date: 2012-02, Revised 2013-07
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Citations: View citations in EconPapers (14)

Published in Annals of Applied Probability 2013, Vol. 23, No. 4, 1494-1505

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Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:1202.0447

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