A submartingale inequality
This paper extends Burkholder's inequality between a nonnegative submartingale and a process strongly differentially subordinate to it.
- Publisher
- Amer Mathematical Soc
- Issue Date
- 1996-08
- Language
- English
- Article Type
- Article
- Citation
PROCEEDINGS OF THE AMERICAN MATHEMATICAL SOCIETY, v.124, no.8, pp.2549 - 2553
- ISSN
- 0002-9939
- Appears in Collection
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