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Remarques sur les inegalites de Burkholder-Davis-Gundy

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Séminaire de Probabilités XXVIII

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 1583))

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Bibliographie

  1. D.L. Burkholder & R.F. Gundy: Extrapolation and Interpolation of Quasi-Linear Operators on Martingales. Acta Math., 124 (1970), p.249–304.

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  2. M. Emery: Métrisabilité de quelques espaces de processus aléatoires. Séminaire de Probabilités XIV, Lecture Notes in Math., 784, Springer 1978/79.

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  3. J. Jacod: Calcul stochastique et problèmes de martingales. Lecture Notes in Math., 714, Springer 1979.

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  4. E. Lenglart, D. Lépingle & M. Pratelli: Présentation unifiée de certaines inégalités de la théorie des martingales. Séminaire de Probabilités XIV, Lecture Notes in Math., 784, Springer 1978/79.

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  5. J. Marcinkiewicz & A. Zygmund: Quelques théorèmes sur les fonctions indépendantes. Studia Math., 7 (1938), p.104–120.

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  6. D. Revuz & M. Yor: Continuous Martingales and Brownian Motion. Grundlehren der mathematischen Wissenschaften 293, Springer-Verlag 1991. *** DIRECT SUPPORT *** A00I6B40 00003

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Authors and Affiliations

  1. Laboratoire de Mathématiques, URA CNRS 741, 16 Route de Gray, 25030, Besançon Cedex

    P. Monat

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  1. P. Monat
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Jacques Azéma Marc Yor Paul André Meyer

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© 1994 Springer-Verlag

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Monat, P. (1994). Remarques sur les inegalites de Burkholder-Davis-Gundy. In: Azéma, J., Yor, M., Meyer, P.A. (eds) Séminaire de Probabilités XXVIII. Lecture Notes in Mathematics, vol 1583. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0073835

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  • DOI: https://doi.org/10.1007/BFb0073835

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-58331-8

  • Online ISBN: 978-3-540-48656-5

  • eBook Packages: Springer Book Archive

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