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Pathwise versions of the Burkholder-Davis-Gundy inequality

Bernoulli (2015) 21(1) 360-373
DOI: 10.3150/13-BEJ570
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Abstract

We present a new proof of the Burkholder-Davis-Gundy inequalities for 1 ≤p

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Beiglböck, M., & Siorpaes, P. (2015). Pathwise versions of the Burkholder-Davis-Gundy inequality. Bernoulli, 21(1), 360–373. https://doi.org/10.3150/13-BEJ570

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