Moment inequality for the martingale square function

DOI10.4064/BA61-2-11MaRDI QIDQ2866790zbMATH OpenOpenAlexFDO

Authors Adam Osȩkowski

Publication date 16 December 2013

Published in Bulletin of the Polish Academy of Sciences, Mathematics (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/9a1493fd40029ebbd35474ee333d444fd5a332c5

zbMATH Keywords

best constantsmartingalesmethod of momentssum of squares of the increments

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Martingales with discrete parameter (60G42)

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Cited in

(1)

• A weak-type inequality for the martingale square function

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