Abstract
This chapter can be seen as a continuation of the previous one: we shall study the estimates for continuous-time semimartingales under an additional orthogonality assumption. However, we have decided to gather the results in a separate chapter. This is due to their close connection to the classical inequalities for conjugate harmonic functions on the unit disc of the complex plane.
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© 2012 Springer Basel
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Osękowski, A. (2012). Inequalities for Orthogonal Semimartingales. In: Sharp Martingale and Semimartingale Inequalities. Monografie Matematyczne, vol 72. Birkhäuser, Basel. https://doi.org/10.1007/978-3-0348-0370-0_6
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DOI: https://doi.org/10.1007/978-3-0348-0370-0_6
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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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