State and prove a (d)-dimensional version of the Burkholder-Davis-Gundy inequalities (19.21) if (p in[2, infty)). Use the
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State and prove a \(d\)-dimensional version of the Burkholder-Davis-Gundy inequalities (19.21) if \(p \in[2, \infty)\).
Use the fact that all norms in \(\mathbb{R}^{d}\) are equivalent
Data From (19.21)
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Brownian Motion A Guide To Random Processes And Stochastic Calculus De Gruyter Textbook
ISBN: 9783110741254
3rd Edition
Authors: René L. Schilling, Björn Böttcher
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