Upper bounds for the \(L_ p\)-norms of martingales

DOI10.1007/BF01474643zbMath0677.60017MaRDI QIDQ1123474

Pawel Hitczenko

Publication date: 1990

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

martingalesexponential boundsexponential inequalitiesquasi-linear operators

Mathematics Subject Classification ID

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

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