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arXiv · 1308.2418

On the maximal inequalities of Burkholder, Davis and Gundy

Carlo Marinelli·Michael Röckner
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Abstract

We give a proof of the maximal inequalities of Burkholder, Davis and Gundy for real as well as Hilbert-space-valued local martingales using almost only stochastic calculus. Some parts of the exposition, especially in the infinite dimensional case, appear to be original.

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Carlo Marinelli, Michael Röckner. 2013-08-11. On the maximal inequalities of Burkholder, Davis and Gundy. https://arxiv.org/abs/1308.2418

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