Sharp Martingale and Semimartingale Inequalities

DOI10.1007/978-3-0348-0370-0zbMath1278.60005OpenAlexW20268109MaRDI QIDQ3116891

Publication date: 14 February 2012

Full work available at URL: https://doi.org/10.1007/978-3-0348-0370-0

$L^p$-estimate Burkholder's method sharp logarithmic estimates sharp maximal sharp moment inequalities sharp tail inequalities

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Generalizations of martingales (60G48) Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

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