Common strict character of some sharp infinite-sequence martingale inequalities
From MaRDI portal
Publication:1078897
DOI10.1016/0304-4149(85)90024-9zbMath0596.60019OpenAlexW2091950666MaRDI QIDQ1078897
Publication date: 1985
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(85)90024-9
Cites Work
- A sharp inequality for martingale transforms
- On a class of martingale inequalities
- Prophet regions and sharp inequalities for pth absolute moments of martingales
- Rises and upcrossings of nonnegative martingales
- Distribution function inequalities for martingales
- Stop Rule Inequalities for Uniformly Bounded Sequences of Random Variables
- A maximal inequality for skew fields
- The Best Constant in Burkholder's Weak-L 1 Inequality for the Martingale Square Function
- Martingale Transforms
This page was built for publication: Common strict character of some sharp infinite-sequence martingale inequalities