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  • Search: subject:"Burkholder–Davis–Gundy inequalities"
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Burkholder–Davis–Gundy inequalities 1 Moments of stochastic integrals 1 Polynomial 1 Stochastic integral 1 Stochastic processes 1
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Langovoy, Mikhail 1
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Statistics & Probability Letters 1
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Algebraic polynomials and moments of stochastic integrals
Langovoy, Mikhail - In: Statistics & Probability Letters 81 (2011) 6, pp. 627-631
We propose an algebraic method for proving estimates on moments of stochastic integrals. The method uses qualitative properties of roots of algebraic polynomials from certain general classes. As an application, we give a new proof of a variation of the Burkholder–Davis–Gundy inequality for...
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