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A schwarz inequality and some additional results for square integrable martingales

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Mathematical transactions of the Academy of Sciences of the Lithuanian SSR Aims and scope Submit manuscript

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Literature cited

  1. C. Doleans-Dade and P. A. Meyer, Intégrales Stochstiques par Rapport aux Martingales Locales, Séminaire de Probabilité. IV. Lecture Notes in Mathematics, Vol. 124, Université de Strasbourg, Springer, Heidelberg (1970).

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  2. H. Kunita and S. Watanabe, “On square integrable margingales,” Nagoya J. Math., 30, 209–245 (1967).

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  3. P. A. Meyer, Probability and Potentials, Blaisdell, Waltham, Mass. (1966).

  4. G. E. Shilov and B. L. Gurevich, Integrals, Measures, and Probabilities [in Russian], Nauka, Moscow (1964).

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  5. P. A. Meyer, Intégrales Stochastiques. I. Séminaire de Probabilité. I. Université de Strasbourg, Lecture Notes in Mathematics, Springer, Heidelberg (1967).

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Authors and Affiliations

  1. Institute of Physics and Mathematics, Academy of Sciences of the Lithuanian SSR, Lithuanian SSR

    D. Surgailis

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  1. D. Surgailis
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Translated from Litovskii Matematicheskii Sbronik, Vol. 13, No. 3, pp. 211–217, July–September, 1973.

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Surgailis, D. A schwarz inequality and some additional results for square integrable martingales. Lith Math J 13, 502–506 (1973). https://doi.org/10.1007/BF01563441

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  • DOI: https://doi.org/10.1007/BF01563441

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