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

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Authors: René L. Schilling, Björn Böttcher

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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

Question:

E If(s) ds P/2 = [([{ )"] | | | |- E sup f(s) dBs t

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Brownian Motion A Guide To Random Processes And Stochastic Calculus De Gruyter Textbook

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