SHARP INEQUALITIES FOR THE DISTRIBUTION OF A STOCHASTIC INTEGRAL IN WHICH THE INTEGRATOR IS A BOUNDED SUBMARTINGALE
成果类型：
Article
署名作者：
HAMMACK, W
刊物名称：
ANNALS OF PROBABILITY
ISSN/ISSBN：
0091-1798
DOI：
10.1214/aop/1176988384
发表日期：
1995
页码：
223-235
关键词：
摘要：
We obtain a sharp probability bound on the maximal function of a strong subordinate of a bounded submartingale. An analogous inequality also holds for stochastic integrals in which the integrator is a bounded submartingale and the integrand is a bounded predictable process.