Sharp inequalities for the conditional square function of a martingale

DOI10.1214/aop/1176990229zbMath0744.60046OpenAlexW1988591737MaRDI QIDQ1180578

Gang Wang

Publication date: 27 June 1992

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176990229

zbMATH Keywords

martingaleconfluent hypergeometric functiondyadic martingaleconditionally symmetric martingalessquare function inequality

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Martingales with discrete parameter (60G42) Orthogonal polynomials and functions in several variables expressible in terms of special functions in one variable (33C50)

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