A trajectorial interpretation of Doob's martingale inequalities. Acciaio, B., Beiglböck, M., Penkner, F., Schachermayer, W., & Temme, J. Ann. Appl. Probab., 23(4):1494–1505, 2013.
A trajectorial interpretation of Doob's martingale inequalities [link]Paper  doi  bibtex   
@article{MR3098440,
	Author = {Acciaio, B. and Beiglb\"{o}ck, M. and Penkner, F. and Schachermayer, W. and Temme, J.},
	Date-Added = {2018-11-27 11:26:13 -0600},
	Date-Modified = {2018-11-27 11:26:13 -0600},
	Doi = {10.1214/12-aap878},
	Fjournal = {The Annals of Applied Probability},
	Issn = {1050-5164},
	Journal = {Ann. Appl. Probab.},
	Mrclass = {60G42 (60G44)},
	Mrnumber = {3098440},
	Mrreviewer = {Masato Kikuchi},
	Number = {4},
	Pages = {1494--1505},
	Title = {A trajectorial interpretation of {D}oob's martingale inequalities},
	Url = {https://doi.org/10.1214/12-aap878},
	Volume = {23},
	Year = {2013},
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