On a convex function inequality for martingales

DOI10.1214/AOP/1176997032zbMath0289.60026OpenAlexW1974512170MaRDI QIDQ1847109

Adriano M. Garsia

Publication date: 1973

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

Full work available at URL: https://doi.org/10.1214/aop/1176997032

Mathematics Subject Classification ID

Convexity of real functions in one variable, generalizations (26A51)

Related Items (13)

Johnson-Schechtman inequalities for noncommutative martingales ⋮ Burkholder's inequalities associated with Orlicz functions in rearrangement invariant spaces ⋮ An implicit numerical scheme for a class of backward doubly stochastic differential equations ⋮ Some inequalities for demimartingales and \(N\)-demimartingales ⋮ Noncommutative Burkholder/Rosenthal inequalities associated with convex functions ⋮ Maximal inequalities of the Itô integral with respect to Poisson random measures or Lévy processes on Banach spaces ⋮ Maximal inequalities, convexity inequality and their duality. I ⋮ Interpolation and \(\Phi \)-moment inequalities of noncommutative martingales ⋮ On an inequality of Longnecker and Serfling ⋮ On an inequality of H. P. Rosenthal ⋮ Maximal inequalities for not necessarily orthogonal random variables and some applications ⋮ Associated random variables and martingale inequalities ⋮ Periodic regeneration

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