Survey article: Bellman function method and sharp inequalities for martingales

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Publication:2439530


DOI10.1216/RMJ-2013-43-6-1759zbMath1286.60039MaRDI QIDQ2439530

Adam Osȩkowski

Publication date: 14 March 2014

Published in: Rocky Mountain Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.rmjm/1393336657


60G42: Martingales with discrete parameter

49K20: Optimality conditions for problems involving partial differential equations

60G46: Martingales and classical analysis

42A05: Trigonometric polynomials, inequalities, extremal problems


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