Sharp inequality for martingale maximal functions and stochastic integrals (Q1928872): Difference between revisions

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+MaRDI publication profile
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+Stochastic integration and \(L^ p-\)theory of semimartingales
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+Boundary value problems and sharp inequalities for martingale transforms
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+Q3803918
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+Q3973695
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+Q4373516
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+The best constant in the Davis inequality for the expectation of the martingale square function
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+On the integrability of the martingale square function
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+Sharp maximal inequality for stochastic integrals
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+Sharp maximal inequality for martingales and stochastic integrals
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+Sharp llogl inequalities for differentially subordinated martingales and harmonic functions
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+Sharp weak-type inequalities for differentially subordinated martingales
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+Logarithmic estimates for submartingales and their differential subordinates
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+Note on a square function inequality
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+A comparison theorem on moment inequalities between negatively associated and independent random variables
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+A sharp weak type $(p,p)$ inequality $(p&gt;2)$ for martingale transforms and other subordinate martingales
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