Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Burkholder's submartingales from a stochastic calculus perspective   We provide a simple proof, as well as several generalizations, of a recent
result by Davis and Suh, characterizing a class of continuous submartingales
and supermartingales that can be expressed in terms of a squared Brownian
motion and of some appropriate powers of its maximum. Our techniques involve
elementary stochastic calculus, as well as the Doob-Meyer decomposition of
continuous submartingales. These results can be used to obtain an explicit
expression of the constants appearing in the Burkholder-Davis-Gundy
inequalities. A connection with some balayage formulae is also established.

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The categories of this paper are: cs
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The categories of this paper are: math-ph
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The categories of this paper are: hep-th
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The categories of this paper are: dg-ga
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The categories of this paper are: patt-sol
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The categories of this paper are: econ
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The categories of this paper are: mtrl-th
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The categories of this paper are: hep-ph
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The categories of this paper are: nucl-ex
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The categories of this paper are: cmp-lg
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The categories of this paper are: gr-qc
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The categories of this paper are: q-alg
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The categories of this paper are: comp-gas
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The categories of this paper are: stat
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The categories of this paper are: q-fin
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The categories of this paper are: solv-int