A Fefferman-Stein inequality for the martingale square and maximal functions

DOI10.1016/j.spl.2017.05.008zbMath1386.60160OpenAlexW2617004243MaRDI QIDQ1687195

Adam Osȩkowski

Publication date: 22 December 2017

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2017.05.008

zbMATH Keywords

maximal functionmartingalebest constantsquare function

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Martingales with continuous parameter (60G44)

Related Items (6)

Weighted Davis inequalities for martingale square functions ⋮ Doob's maximal inequality and Burkholder-Davis-Gundy's inequality on Musielak-Orlicz spaces ⋮ Rough semimartingales and \(p\)-variation estimates for martingale transforms ⋮ \(A_1\) Fefferman-Stein inequality for maximal functions of martingales in uniformly smooth spaces ⋮ Variational estimates for martingale paraproducts ⋮ Besov rough path analysis (with an appendix by Pavel Zorin-Kranich)

Cites Work

• Unnamed Item
• Weighted inequalities for the martingale square and maximal functions
• Continuous exponential martingales and BMO
• On the integrability of the martingale square function
• Sharp Martingale and Semimartingale Inequalities
• Some Maximal Inequalities
• Weighted Norm Inequalities for the Hardy Maximal Function

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