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EXPONENTIAL BURKHOLDER DAVIS GUNDY INEQUALITIES

Published online by Cambridge University Press:  01 March 1997

VICTOR H. DE LA PEÑA  and
NATHALIE EISENBAUM
VICTOR H. DE LA PEÑA
Affiliation:
Department of Statistics, Columbia University, New York, NY 10027, USA
NATHALIE EISENBAUM
Affiliation:
Laboratoire de Probabilités, Tour 56-46, 3ème étage, 4 Place Jussieu, 75252 Paris Cedex 05, France
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Abstract

Klass has established decoupling inequalities for discrete time processes with independent increments. We extend his result to continuous time processes with independent increments. This extension enables us to obtain BDG inequalities for exponential functions instead of moderate functions.

Type
Research Article
Information
Bulletin of the London Mathematical Society , Volume 29 , Issue 2 , March 1997 , pp. 239 - 242
Copyright
© The London Mathematical Society 1997

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