Applications of Pathwise Burkholder-davis-gundy Inequalities

نویسنده

  • PIETRO SIORPAES
چکیده

In this paper, after generalizing the pathwise Burkholder-DavisGundy (BDG) inequalities from discrete time to cadlag semimartingales, we present several applications of the pathwise inequalities. In particular we show that they allow to extend the classical BDG inequalities (1) to the Bessel process of order α ≥ 1 (2) to the case of a random exponent p (3) to martingales stopped at a time τ which belongs to a well studied class of random times

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

How Badly Are the Burholder-davis-gundy Inequalities Affected by Arbitrary Random Times?

This note deals with the question: what remains of the Burkholder-Davis-Gundy inequalities when stopping times T are replaced by arbitrary random times ρ? We prove that these inequalities still hold when T is a pseudo-stopping time and never holds for ends of predictable sets.

متن کامل

A noncommutative Davis’ decomposition for martingales

The theory of noncommutative martingale inequalities has been rapidly developed since the establishment of the noncommutative Burkholder-Gundy inequalities in [12]. Many of the classical martingale inequalities has been transferred to the noncommutative setting. These include, in particular, the Doob maximal inequality in [3], the Burkholder/Rosenthal inequality in [5], [8], several weak type (...

متن کامل

. O A ] 1 4 M ay 2 00 5 On the best constants in some non - commutative martingale inequalities

We determine the optimal orders for the best constants in the non-commutative Burkholder-Gundy, Doob and Stein inequalities obtained recently in the non-commutative martingale theory. AMS Classification: 46L53, 46L51

متن کامل

Burkholder-davis-gundy Type Inequalities of the Itô Stochastic Integral with Respect to Lévy Noise on Banach Spaces

Let us assume that (S,S) is a metric space with Borel σ algebra S and η̃ is a time homogeneous compensated Poisson random measure defined on a filtered probability space (Ω;F ; (Ft)0≤t<∞;P) with intensity measure ν on S, to be specified later. Let us assume that 1 < p ≤ 2, E is a Banach space of martingale type p, see e.g. the Appendix of [7] for a definition. We consider in the following the It...

متن کامل

Global well-posedness of a class of stochastic equations with jumps

*Correspondence: [email protected] School of Mathematics and Statistics, Chong Qing University, Chong Qing, P.R. China Abstract The existence and uniqueness of a mild solution to stochastic equations with jumps are established, a stochastic Fubini theorem and a type of Burkholder-Davis-Gundy inequality are proved, and the two formulas are used to study the regularity property of the mild sol...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2017