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Lp-inequalities for two-parameter martingales

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Stochastic Integrals

Part of the book series: Lecture Notes in Mathematics ((LNM,volume 851))

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References

  1. J. BROSSARD, Généralisation des inégalités de Burkholder et Gundy aux martingales régulières à deux indices, C.R. Acad. Sc. Paris, 289, série A (1979), pp. 233–236.

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  2. J. BROSSARD et L. CHEVALIER, Calcul stochastique et inégalités de norme pour les martingales bi-browniennes. Application aux fonctions bi-harmoniques, Ann. Inst. Fourier, Grenoble, 30, 4 (1980) (to appear).

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  3. R. CAIROLI and J. B. WALSH, Stochastic integrals in the plane, Acta Math. 134 (1975), pp. 121–183.

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  4. L. CHEVALIER, Démonstration "atomique" des inégalités de Burkholder-Davis-Gundy, Ann. Scient. Univ. Clermont, 67 (1979), pp. 19–24.

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  5. L. CHEVALIER, Variation quadratique, calcul stochastique et inégalités de norme pour les martingales continues à deux paramètres, C.R. Acad. Sc. Paris, 290, série A (1980), pp. 847–850.

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  6. L. CHEVALIER, Martingales continues à deux paramètres, Bull. Sc. Math. (to appear).

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  7. R. F. GUNDY and E. M. STEIN, Hp theory for the poly-disc, Proc. Natl. Acad. Sc. USA, vol. 76, no3 (1979), pp. 1026–1029.

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  8. M. P. MALLIAVIN, et P. MALLIAVIN, Intégrales de Lusin-Calderon pour les fonctions bi-harmoniques, Bull. Sc. Math., 2ème série, 101 (1977), pp. 357–384.

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David Williams

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© 1981 Springer-Verlag

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Chevalier, L. (1981). Lp-inequalities for two-parameter martingales. In: Williams, D. (eds) Stochastic Integrals. Lecture Notes in Mathematics, vol 851. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0088737

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  • DOI: https://doi.org/10.1007/BFb0088737

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