Proceedings of the American Mathematical Society ( IF 0.927 ) Pub Date : 2020-08-04 , DOI: 10.1090/proc/15136
Rodrigo Bañuelos; Michał Brzozowski; Adam Osȩkowski

Abstract:Let be a continuous-path martingale and let be a stochastic integral, with respect to , of some predictable process with values in . We provide an explicit formula for Burkholder's function associated with the weighted bound

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