Strong Differential Subordination and Stochastic Integration
How does the size of a stochastic integral vary with the choice of the predictable integrand and the semimartingale integrator? One of our goals here is to throw new light on this question, especially in the case that the integrator is not necessarily a martingale but belongs to some other class of semimartingales.
KeywordsStrict Inequality Harmonic Measure Predictable Process Closed Unit Ball Maximal Inequality
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