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A submartingale inequality
被引:10
作者
:
Choi, CS
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV ILLINOIS,DEPT MATH,URBANA,IL 61801
UNIV ILLINOIS,DEPT MATH,URBANA,IL 61801
Choi, CS
[
1
]
机构
:
[1]
UNIV ILLINOIS,DEPT MATH,URBANA,IL 61801
来源
:
PROCEEDINGS OF THE AMERICAN MATHEMATICAL SOCIETY
|
1996年
/ 124卷
/ 08期
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
[2]
BOUNDARY-VALUE-PROBLEMS AND SHARP INEQUALITIES FOR MARTINGALE TRANSFORMS
[J].
BURKHOLDER, DL
论文数:
0
引用数:
0
h-index:
0
BURKHOLDER, DL
.
ANNALS OF PROBABILITY,
1984,
12
(03)
:647
-702
[3]
STRONG DIFFERENTIAL SUBORDINATION AND STOCHASTIC INTEGRATION
[J].
BURKHOLDER, DL
论文数:
0
引用数:
0
h-index:
0
BURKHOLDER, DL
.
ANNALS OF PROBABILITY,
1994,
22
(02)
:995
-1025
←
1
→
共 3 条
[1]
Burkholder D. L., 1988, ASTERISQUE, V157-158, P75
[2]
BOUNDARY-VALUE-PROBLEMS AND SHARP INEQUALITIES FOR MARTINGALE TRANSFORMS
[J].
BURKHOLDER, DL
论文数:
0
引用数:
0
h-index:
0
BURKHOLDER, DL
.
ANNALS OF PROBABILITY,
1984,
12
(03)
:647
-702
[3]
STRONG DIFFERENTIAL SUBORDINATION AND STOCHASTIC INTEGRATION
[J].
BURKHOLDER, DL
论文数:
0
引用数:
0
h-index:
0
BURKHOLDER, DL
.
ANNALS OF PROBABILITY,
1994,
22
(02)
:995
-1025
←
1
→