Mathematical Inequalities & Applications · Volume 27, Issue 3

Burkholder-Davis-Gundy inequality for g-martingales

27-38 Pages 561-569 DOI 10.7153/mia-2024-27-38

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Authors

Wahid Faidi

Keywords

Burkholder-Davis-Gundy inequality g-martingale backward stochastic differential equations

Subject classes

60E15