Communications of the Korean Mathematical Society (대한수학회논문집)

Korean Mathematical Society (대한수학회)
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A SUBMARTINGALE INEQUALITY

  • Kim, Young-Ho (Department of Mathematics, Changwon National University) ;
  • Kim, Byung-Il (Department of Mathematics, Chung-Ang University)
  • Published : 1998.01.01
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Abstract

In this paper, we extend Burkholder's exponential inequality for a strong subordinate of a nonnegative bounded submartingale.

Keywords

References

  1. Colooque Paul Levy sur les processus stochastiques Asterisque v.157-158 Sharp inequality for martingales and stochastic integrals D. L. Burkholder
  2. Ann. Probab. v.22 Strong differential subordination and stochastic integration D. L. Burkholder
  3. Proceeding of A. M. S. v.124 A submartingale inequality C. S. Choi
  4. Probability Theory Y. S. Chow
  5. Classical and New Inequalities in Analysis D. S. Mitrinovic