BDG inequality for G-martingale
Probability
2023-05-01 v2
Authors:
Wahid Faidi
Abstract
In this work we establish an BDG inequality type for certain nonlinear martingale arizing from BSDE.
Cite
@article{arxiv.2301.13398,
title = {BDG inequality for G-martingale},
author = {Wahid Faidi},
journal= {arXiv preprint arXiv:2301.13398},
year = {2023}
}
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