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

DOI10.7153/MIA-17-110MaRDI QIDQ2936898zbMATH OpenOpenAlexFDO

Authors Adam Osȩkowski

Publication date 7 January 2015

Published in Mathematical Inequalities & Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.7153/mia-17-110

zbMATH Keywords

free-boundary problemintegral functional equationmartingale square functionoptimal stopping

Mathematics Subject Classification ID

Free boundary problems for PDEs (35R35) Maximal functions, Littlewood-Paley theory (42B25) Other nonlinear integral equations (45G10) Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with discrete parameter (60G42)

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Cited in

(3)

• Sharp moment estimates for martingales with uniformly bounded square functions
• Weighted mixed norm inequalities in martingale spaces
• Best constants in the weak type inequalities for a martingale conditional square function

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