Sharp moment estimates for martingales with uniformly bounded square functions

DOI10.1007/S00209-022-03064-XMaRDI QIDQ2163301zbMATH OpenOpenAlexFDO

Authors Dmitriy M. Stolyarov, Pavel B. Zatitskiy, V. I. Vasyunin, I. K. Zlotnikov

Publication date 10 August 2022

Published in Mathematische Zeitschrift (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2102.11568

zbMATH Keywords

martingaleBellman functionsquare functionBurkholder method

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Function spaces arising in harmonic analysis (42B35)

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• Theory of locally concave functions and its applications to sharp estimates of integral functionals

Cited in

(4)

• scientific article; zbMATH DE number 1897425 (Why is no real title available?)
• Exponential integrability in Gauss space
• Distribution of martingales with bounded square functions
• Sharp moment estimates for martingales with uniformly bounded square functions

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