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Mathematical Inequalities & Applications

Volume 27, Issue 3

  • Wahid Faidi

Burkholder-Davis-Gundy inequality for g-martingales

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First page of Burkholder-Davis-Gundy inequality for g-martingales

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  • Wahid Faidi

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

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  • 60E15