Abstract
We start by introducing the main tool which will be used in the study of semimartingale inequalities. For the sake of clarity, in this chapter we focus on the description of the method only for discrete-time martingales. The necessary modifications, leading to inequalities for wider classes of processes, will be presented in the further parts of the monograph.
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© 2012 Springer Basel
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Osękowski, A. (2012). Burkholder’s Method. In: Sharp Martingale and Semimartingale Inequalities. Monografie Matematyczne, vol 72. Birkhäuser, Basel. https://doi.org/10.1007/978-3-0348-0370-0_2
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DOI: https://doi.org/10.1007/978-3-0348-0370-0_2
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Publisher Name: Birkhäuser, Basel
Print ISBN: 978-3-0348-0369-4
Online ISBN: 978-3-0348-0370-0
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