Sharp Martingale and Semimartingale Inequalities

By A. Osȩkowski. 2012

173 citations recorded by the source corpus.

Subfields: Applied Mathematics, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/b7e06acf5b495ddfdc8b17123a43004598499d95

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Applied Mathematics

1. Ferenc Weisz
2. Dachun Yang
3. Nizar Touzi
4. Yong Jiao
5. Guangheng Xie
6. Pierre Henry-Labordère
7. Peter Spoida
8. Wen Yuan

In Management Science and Operations Research

1. Peter Spoida
2. Pierre Henry-Labordère
3. Nizar Touzi
4. Jan Obłój
5. Marcel Nutz
6. H. M. Soner
7. Jianfeng Zhang
8. Yan Dolinsky

Citations in the corpus

• The maximum maximum of a martingale with given $\mathbf{n}$ marginals (2012, background): “[1] and Beiglböck and Nutz [6]; see also Osȩkowski [43].”
• New martingale inequalities and applications to Fourier analysis (2018, background): “We refer the reader to recent monographs [32, 63, 64] for more discussions on martingale inequalities.”