A submartingale inequality

被引:10
作者
Choi, CS [1 ]
机构
[1] UNIV ILLINOIS,DEPT MATH,URBANA,IL 61801
关键词
submartingale; differential subordination; conditional differential subordination; norm inequality;
D O I
10.1090/S0002-9939-96-03617-9
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
This paper extends Burkholder's inequality between a nonnegative submartingale and a process strongly differentially subordinate to it.
引用
收藏
页码:2549 / 2553
页数:5
相关论文
共 3 条
[1]  
Burkholder D. L., 1988, ASTERISQUE, V157-158, P75
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BURKHOLDER, DL .
ANNALS OF PROBABILITY, 1984, 12 (03) :647-702
[3]   STRONG DIFFERENTIAL SUBORDINATION AND STOCHASTIC INTEGRATION [J].
BURKHOLDER, DL .
ANNALS OF PROBABILITY, 1994, 22 (02) :995-1025