The best constant in the Davis inequality for the expectation of the martingale square function

DOI10.1090/S0002-9947-01-02887-2zbMath0984.60041OpenAlexW1499826630MaRDI QIDQ2750945

Donald L. Burkholder

Publication date: 21 October 2001

Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0002-9947-01-02887-2

zbMATH Keywords

maximal functionmartingalesquare functionDavis inequality

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Maximal functions, Littlewood-Paley theory (42B25) Martingales with continuous parameter (60G44)

Related Items (23)

Littlewood-Paley theory for triangle buildings ⋮ Weighted inequalities for the martingale square and maximal functions ⋮ Well-posedness and asymptotic behavior of stochastic convective Brinkman-Forchheimer equations perturbed by pure jump noise ⋮ Moderate deviation principle for the 2D stochastic convective Brinkman–Forchheimer equations ⋮ On some inequalities for Doob decompositions in Banach function spaces ⋮ The foundational inequalities of D. L. Burkholder and some of their ramifications ⋮ Sharp inequality for martingale maximal functions and stochastic integrals ⋮ Well posedness, large deviations and ergodicity of the stochastic 2D Oldroyd model of order one ⋮ Large deviations for the two-time-scale stochastic convective Brinkman-Forchheimer equations ⋮ Weighted Davis inequalities for martingale square functions ⋮ Existence and uniqueness of solutions to backward 2D and 3D stochastic convective Brinkman-Forchheimer equations forced by Lévy noise ⋮ $L^p$--bounds for the Beurling--Ahlfors transform ⋮ The sharp constant for the Burkholder-Davis-Gundy inequality and non-smooth pasting ⋮ Survey article: Bellman function method and sharp inequalities for martingales ⋮ A weak-type inequality for the martingale square function ⋮ Square function inequalities for monotone bases in \(L^{1}\) ⋮ Wentzell-Freidlin large deviation principle for stochastic convective Brinkman-Forchheimer equations ⋮ Burkholder's submartingales from a stochastic calculus perspective ⋮ On the maximal inequalities of Burkholder, Davis and Gundy ⋮ Deterministic and stochastic equations of motion arising in Oldroyd fluids of order one: existence, uniqueness, exponential stability and invariant measures ⋮ A central limit theorem and moderate deviation principle for the stochastic 2D Oldroyd model of order one ⋮ Sharp maximal inequalities for the martingale square bracket ⋮ Pathwise versions of the Burkholder-Davis-Gundy inequality

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• The Best Constant in Burkholder's Weak-L 1 Inequality for the Martingale Square Function
• Martingale Transforms
• A Remarkable Series of Orthogonal Functions (I)
• Variation Quadratique Des Martingales Continues a Droite
• Characterizations of bounded mean oscillation

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