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- W2215702563 abstract "AbstractWe study an estimate that can be regarded as a logarithmic version of Burkholder–Davis–Gundy inequality. Namely, for any K > 0 we determine the best constant L(K) ∈ (0, ∞] for which the following holds. If B is a standard Brownian motion and τ is an adapted stopping time, then where Ψ(x) = (x + 1)log (x + 1) − x. Using standard embedding theorems, we obtain a related logarithmic bound involving a continuous-path martingale and its square bracket." @default.
- W2215702563 created "2016-06-24" @default.
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- W2215702563 date "2015-12-23" @default.
- W2215702563 modified "2023-10-18" @default.
- W2215702563 title "A logarithmic bound for a stopped Brownian motion" @default.
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- W2215702563 doi "https://doi.org/10.1080/07362994.2015.1099444" @default.
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