| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 4582351 | Expositiones Mathematicae | 2016 | 26 Pages |
Abstract
We give a proof of the maximal inequalities of Burkholder, Davis and Gundy for real as well as Hilbert-space-valued local martingales using almost only stochastic calculus. Some parts, especially in the infinite dimensional case, appear to be original.
Related Topics
Physical Sciences and Engineering
Mathematics
Algebra and Number Theory
Authors
Carlo Marinelli, Michael Röckner,