IX: 04, 206-212, LNM 465 (1975)
CHOU, Ching Sung
Les inégalités des surmartingales d'après A.M. Garsia (Martingale theory)
A proof is given of a simple and important inequality in discrete martingale theory, controlling a previsible increasing process whose potential is dominated by a positive martingale. It is strong enough to imply the Burkholder-Davis-Gundy inequalities
Keywords: Inequalities, Burkholder inequalities
Nature: Exposition
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