33 citations · 135 across the 41 of their papers we have counts for
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math.PR2013★ 7 cited
On maximal inequalities for purely discontinuous -valued martingales
Carlo Marinelli
We prove maximal inequalities for -valued martingales obtained by stochastic integration with respect to compensated random measures. A version of these estimates for integral…
math.PR2013
On maximal inequalities for purely discontinuous martingales in infinite dimensions
Carlo Marinelli, Michael Röckner
The purpose of this paper is to give a survey of a class of maximal inequalities for purely discontinuous martingales, as well as for stochastic integral and convolutions with resp…
math.PR2013★ 1 cited
On the maximal inequalities of Burkholder, Davis and Gundy
Carlo Marinelli, Michael Röckner
We give a proof of the maximal inequalities of Burkholder, Davis and Gundy for real as well as Hilbert-space-valued local martingales using almost only stochastic calculus. Some pa…