An Equivalent to the Martingale Square Function Inequality

DOI10.1214/AOMS/1177690863MaRDI QIDQ5684028zbMATH OpenOpenAlexFDO

Authors Louis Gordon

Publication date 1972

Published in Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aoms/1177690863

Mathematics Subject Classification ID

Large deviations (60F10) Stopping times; optimal stopping problems; gambling theory (60G40) Sums of independent random variables; random walks (60G50) Brownian motion (60J65)

Cited in

(2)

• L p estimates for stopping times of Bessel processes
• Some improvements on the L_p inequalities for diffusion processes

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