Weighted maximal inequality for differentially subordinate martingales

DOI10.1214/16-ECP4586zbMATH Open1338.60122OpenAlexW2302020023MaRDI QIDQ287808FDOQ287808

Authors: Adam Osȩkowski 

Publication date: 23 May 2016

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ecp/1457617914

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zbMATH Keywords

martingaleweightdifferential subordinationmaximal inequality

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44)

Cited In (9)

• Maximal inequalities for continuous martingales and their differential subordinates
• Weighted maximal inequalities for martingale transforms
• Title not available (Why is that?)
• Weighted exponential inequality for differentially subordinate martingales
• Sharp weighted weak type \((\infty, \infty)\) inequality for differentially subordinate martingales
• A four-weight weak type maximal inequality for martingales
• Weighted weak-type inequality for martingales
• Weighted Lépingle inequality
• A weighted maximal inequality for differentially subordinate martingales

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