AbstractA general principle for martingale inequalities is illustrated by deriving ∥M∥p ⩽ [p + (p2 − 2p)12] ∥S∥p for all p ⩾ 2 from the case p = 2 where M is the maximal function of a martingale and S its square function
summary:Pointwise interpolation inequalities, in particular, \left\vert\nabla_ku(x)\right\vert\leq c...
Abstract. In these notes, we first give a brief overwiew of martingales methods, from Paul Lévy (193...
International audienceIn these notes, we first give a brief overwiew of martingales methods, from Pa...
AbstractA general principle for martingale inequalities is illustrated by deriving ∥M∥p ⩽ [p + (p2 −...
AbstractExact comparisons are made relating E|Y0|p, E|Yn−1|p, and E(maxj≤n−1 |Yj|p), valid for all m...
AbstractAn embedding of an arbitrary centred law μ in a Brownian motion (that is a stopping time T a...
AbstractSome known inequalities concerning p-variations and conditional p-variations for discrete pa...
Consider a càdlàg local martingale M with square brackets [M]. In this paper, we provide upper and l...
AbstractBernstein-type inequalities for local martingales are derived. The results extend a number o...
We present a new proof of the Burkholder–Davis–Gundy inequalities for 1 ≤ p < ∞. The novelty of our ...
summary:Assume that $X$, $Y$ are continuous-path martingales taking values in $\mathbb R^\nu $, $\nu...
International audienceThe paper is devoted to establishing some general exponential inequalities for...
We study martingale inequalities from an analytic point of view and show that a general martingale i...
AbstractAssuming that thenth iterate of the Laplacian Δnfbelongs toLr(Rd), we investigate for 0≤k<2n...
AbstractIn [3] Korevaar and Dixon have considered an interpolation problem for entire functions (ste...
summary:Pointwise interpolation inequalities, in particular, \left\vert\nabla_ku(x)\right\vert\leq c...
Abstract. In these notes, we first give a brief overwiew of martingales methods, from Paul Lévy (193...
International audienceIn these notes, we first give a brief overwiew of martingales methods, from Pa...
AbstractA general principle for martingale inequalities is illustrated by deriving ∥M∥p ⩽ [p + (p2 −...
AbstractExact comparisons are made relating E|Y0|p, E|Yn−1|p, and E(maxj≤n−1 |Yj|p), valid for all m...
AbstractAn embedding of an arbitrary centred law μ in a Brownian motion (that is a stopping time T a...
AbstractSome known inequalities concerning p-variations and conditional p-variations for discrete pa...
Consider a càdlàg local martingale M with square brackets [M]. In this paper, we provide upper and l...
AbstractBernstein-type inequalities for local martingales are derived. The results extend a number o...
We present a new proof of the Burkholder–Davis–Gundy inequalities for 1 ≤ p < ∞. The novelty of our ...
summary:Assume that $X$, $Y$ are continuous-path martingales taking values in $\mathbb R^\nu $, $\nu...
International audienceThe paper is devoted to establishing some general exponential inequalities for...
We study martingale inequalities from an analytic point of view and show that a general martingale i...
AbstractAssuming that thenth iterate of the Laplacian Δnfbelongs toLr(Rd), we investigate for 0≤k<2n...
AbstractIn [3] Korevaar and Dixon have considered an interpolation problem for entire functions (ste...
summary:Pointwise interpolation inequalities, in particular, \left\vert\nabla_ku(x)\right\vert\leq c...
Abstract. In these notes, we first give a brief overwiew of martingales methods, from Paul Lévy (193...
International audienceIn these notes, we first give a brief overwiew of martingales methods, from Pa...
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