On a class of martingale inequalities

DOI10.1016/0047-259X(83)90030-1zbMATH Open0521.60048MaRDI QIDQ1055090FDOQ1055090

Johannes H. B. Kemperman, David C. Cox

Publication date: 1983

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

maximal inequalitybest constantsmartingale inequalities

Mathematics Subject Classification ID

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

Cited In (4)

• Prophet regions and sharp inequalities for pth absolute moments of martingales
• On the operator \(\Lambda^{\ast}\) and the Beurling-Ahlfors transform on radial functions
• Sharp inequalities for the Beurling-Ahlfors transform on radial functions
• Common strict character of some sharp infinite-sequence martingale inequalities

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