Burkholder inequality by Bregman divergence

• Autorzy: Bogdan Krzysztof , Więcek Mateusz

Identyfikatory

DOI

10.4064/ba220304-12-4

• Języki publikacji: EN

Abstrakty

EN

We prove the Burkholder inequality using Bregman divergence.

Słowa kluczowe

EN

martingale; Burkholder–Davis–Gundy inequality; Bregman divergence.

• Wydawca: Instytut Matematyczny PAN
• Czasopismo: Bulletin of the Polish Academy of Sciences. Mathematics
• Rocznik: 2022
• Tom: Vol. 70, no. 1
• Strony: 83--92
• Opis fizyczny: Bibliogr. 24 poz.

Twórcy

autor

Bogdan Krzysztof

• Faculty of Pure and Applied Mathematics, Wrocław University of Science and Technology, Wybrzeże Wyspiańskiego 27, 50-370 Wrocław, Poland

• https://orcid.org/0000-0002-1547-9806

autor

Więcek Mateusz

• Faculty of Pure and Applied Mathematics, Wrocław University of Science and Technology, Wybrzeże Wyspiańskiego 27, 50-370 Wrocław, Poland

• https://orcid.org/0000-0003-1669-9736

Bibliografia

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Uwagi

Opracowanie rekordu ze środków MEiN, umowa nr SONP/SP/546092/2022 w ramach programu "Społeczna odpowiedzialność nauki" - moduł: Popularyzacja nauki i promocja sportu (2022-2023).