A sharp inequality for martingale transforms

DOI10.1214/AOP/1176994944MaRDI QIDQ754550zbMATH OpenOpenAlexFDO

Authors Donald L. Burkholder

Publication date 1979

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1176994944

zbMATH Keywords

Brownian motionIto integralmartingalemartingale transformmaximal functionsquare function

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Stochastic integrals (60H05) Brownian motion (60J65)

Cited in

(13)

• Common strict character of some sharp infinite-sequence martingale inequalities
• Semi-martingale inequalities via the Garsia-Rodemich-Rumsey lemma, and applications to local times
• Non-commutative martingale transforms
• Best constants in Rosenthal-type inequalities and the Kruglov operator
• Two-weighted estimates for positive operators and Doob maximal operators on filtered measure spaces
• Survey article: Bellman function method and sharp inequalities for martingales
• Sharp estimates in some inequalities of Zygmund type for Riesz transforms
• A Note on MT Operators
• A Proof of the Burkholder Theorem For Martingale Transforms
• Two-dimensional martingale transforms and their applications in summability of Walsh-Fourier series
• Rates in almost sure invariance principle for nonuniformly hyperbolic maps
• Weighted L^p L^q-boundedness of commutators and paraproducts in the Bloom setting
• On moment conditions for normed sums of independent variables and martingale differences

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