Abstract
As we have seen, differential subordination implies many interesting estimates in the martingale setting. However, if we want to extend these inequalities to a wider class of processes, this domination turns out to be too weak. Thus we need more restrictive assumptions, and we propose a convenient one below.
This is a preview of subscription content, log in via an institution to check access.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
Author information
Authors and Affiliations
Rights and permissions
Copyright information
© 2012 Springer Basel
About this chapter
Cite this chapter
Osękowski, A. (2012). Sub- and Supermartingale Inequalities in Discrete Time. In: Sharp Martingale and Semimartingale Inequalities. Monografie Matematyczne, vol 72. Birkhäuser, Basel. https://doi.org/10.1007/978-3-0348-0370-0_4
Download citation
DOI: https://doi.org/10.1007/978-3-0348-0370-0_4
Published:
Publisher Name: Birkhäuser, Basel
Print ISBN: 978-3-0348-0369-4
Online ISBN: 978-3-0348-0370-0
eBook Packages: Mathematics and StatisticsMathematics and Statistics (R0)