The PDF file you selected should load here if your Web browser has a PDF reader plug-in installed (for example, a recent version of Adobe Acrobat Reader).

Alternatively, you can also download the PDF file directly to your computer, from where it can be opened using a PDF reader. To download the PDF, click the Download link below.

If you would like more information about how to print, save, and work with PDFs, Highwire Press provides a helpful Frequently Asked Questions about PDFs.

Download this PDF file Fullscreen Fullscreen Off

References

  1. K. Bichteler. Stochastic integration and $L^p$-theory of semimartingales . Ann. Probab. 9 (1981), 49-89. Math. Review 82g:60071
  2. D. L. Burkholder. Boundary value problems and sharp inequalities for martingale transforms. Ann. Probab. 12 (1984), 647-702. Math. Review 86b:60080
  3. D. L. Burkholder. Explorations in martingale theory and its applications. Ecole d'Ete de ProbabilitÈs de Saint-Flour XIX---1989, 1--66, Lecture Notes in Math., 1464, Springer, Berlin, 1991. Math. Review 92m:60037
  4. D. L. Burkholder. Sharp norm comparison of martingale maximal functions and stochastic integrals. Proceedings of the Norbert Wiener Centenary Congress, 1994 (East Lansing, MI, 1994), 343-358, Proc. Sympos. Appl. Math., 52, Amer. Math. Soc., Providence RI, 1997 Math. Review 98f:60103
  5. A. Osekowski. Sharp maximal inequality for stochastic integrals. Proc. Amer. Math. Soc. 136 (2008), 2951-2958. Math. Review number not available
Bookmark and Share


Creative Commons License
This work is licensed under a Creative Commons Attribution 3.0 License.