# A trajectorial interpretation of Doob's martingale inequalities

## Author Info

• B. Acciaio
• M. Beiglb\"ock
• F. Penkner
• W. Schachermayer
• J. Temme
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## Abstract

We present a unified approach to Doob's $L^p$ maximal inequalities for \$1\leq p

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File URL: http://arxiv.org/pdf/1202.0447

## Bibliographic Info

Paper provided by arXiv.org in its series Papers with number 1202.0447.

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Date of revision: Jul 2013
Publication status: Published in Annals of Applied Probability 2013, Vol. 23, No. 4, 1494-1505
Handle: RePEc:arx:papers:1202.0447

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Web page: http://arxiv.org/

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## References

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1. Karandikar, Rajeeva L., 1995. "On pathwise stochastic integration," Stochastic Processes and their Applications, Elsevier, vol. 57(1), pages 11-18, May.
2. Haydyn Brown & David Hobson & L. C. G. Rogers, 2001. "Robust Hedging of Barrier Options," Mathematical Finance, Wiley Blackwell, vol. 11(3), pages 285-314.
3. David Hobson & Martin Klimmek, 2011. "Model independent hedging strategies for variance swaps," Papers 1104.4010, arXiv.org, revised May 2011.
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## Citations

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Cited by:
1. Prakasa Rao, B.L.S., 2012. "Remarks on maximal inequalities for non-negative demisubmartingales," Statistics & Probability Letters, Elsevier, vol. 82(7), pages 1388-1390.
2. Pierre Henry-Labordere & Nizar Touzi, 2013. "An Explicit Martingale Version of Brenier's Theorem," Papers 1302.4854, arXiv.org, revised Apr 2013.
3. Beatrice Acciaio & Mathias Beiglb\"ock & Friedrich Penkner & Walter Schachermayer, 2013. "A model-free version of the fundamental theorem of asset pricing and the super-replication theorem," Papers 1301.5568, arXiv.org, revised Mar 2013.
4. Pierre Henry-Labordere & Nizar Touzi, 2013. "An Explicit Martingale Version of Brenier's Theorem," Working Papers hal-00790001, HAL.

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