Sharp moment estimates for martingales with uniformly bounded square functions

DOI10.1007/S00209-022-03064-XOpenAlexW3131819271MaRDI QIDQ2163301FDOQ2163301

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

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zbMATH Keywords

martingaleBellman functionsquare functionBurkholder method

Mathematics Subject Classification ID

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

Cites Work

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• Functional equations and sharp weak-type inequalities for the martingale square function

Cited In (4)

• Title not available (Why is that?)
• Sharp moment estimates for martingales with uniformly bounded square functions
• Exponential integrability in Gauss space
• Distribution of martingales with bounded square functions

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