# A trajectorial interpretation of Doob's martingale inequalities

## Author Info

Listed author(s):
• B. Acciaio
• M. Beiglb\"ock
• F. Penkner
• W. Schachermayer
• J. Temme
Registered author(s):

## 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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 Length: Date of creation: Feb 2012 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 Contact details of provider: Web page: http://arxiv.org/

## References

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