Sharp Norm Comparison of Martingale Maximal Functions and Stochastic Integrals
Much of this paper will be devoted to answering a question about stochastic integrals, Question 1 below. Question 2 is even more basic. The primary goal is to introduce a method that can be used to study these and other questions about martingale maximal functions.
KeywordsSimple Function Stochastic Integral Good Constant Predictable Process Maximal Inequality
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