Skip to main content

Lp-inequalities for two-parameter martingales

Papers Based On Splinter-group Talks

  • 1209 Accesses

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

Keywords

  • Harmonic Function
  • Maximal Function
  • Local Martingale
  • Brownian Sheet
  • Probabilistic Proof

These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

This is a preview of subscription content, access via your institution.

Buying options

Chapter
USD   29.95
Price excludes VAT (Canada)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD   44.99
Price excludes VAT (Canada)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD   59.00
Price excludes VAT (Canada)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Learn about institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

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.

    MathSciNet  MATH  Google Scholar 

  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).

    Google Scholar 

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

    CrossRef  MathSciNet  MATH  Google Scholar 

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

    MathSciNet  MATH  Google Scholar 

  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.

    MathSciNet  MATH  Google Scholar 

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

    Google Scholar 

  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.

    CrossRef  MathSciNet  MATH  Google Scholar 

  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.

    MathSciNet  MATH  Google Scholar 

Download references

Authors

Editor information

Editors and Affiliations

Rights and permissions

Reprints and Permissions

Copyright information

© 1981 Springer-Verlag

About this paper

Cite this paper

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

Download citation

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

  • Published:

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-10690-6

  • Online ISBN: 978-3-540-38613-1

  • eBook Packages: Springer Book Archive