Some inequalities for strong martingales (Q1106545)
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scientific article; zbMATH DE number 4062282
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| English | Some inequalities for strong martingales |
scientific article; zbMATH DE number 4062282 |
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Some inequalities for strong martingales (English)
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1988
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We extend Walsh's maximal inequality for strong martingales to transforms of strong martingales by bounded previsible processes and show that they converge a.s. Using Fefferman's inequality and bounded mean oscillation of dual optional projections of processes whose variation is bounded by a constant we derive Davis' inequality for strong martingales.
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Walsh's maximal inequality
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strong martingales
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Fefferman's inequality
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Davis' inequality
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0.8151986598968506
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0.8142997026443481
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0.8048513531684875
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0.7966568470001221
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