Two Inequalities for the First Moments of a Martingale, its Square Function and its Maximal Function

DOI10.4064/BA53-4-9zbMATH Open1113.60045OpenAlexW2032066939MaRDI QIDQ3414697FDOQ3414697

Authors: Adam Osȩkowski 

Publication date: 10 January 2007

Published in: Bulletin Polish Acad. Sci. Math. (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4064/ba53-4-9

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zbMATH Keywords

martingalemaximal functionsquare functionmoment inequality

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Martingales and classical analysis (60G46)

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• Sharp moment estimates for martingales with uniformly bounded square functions
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• On the maximal inequalities for martingales involving two functions
• Distribution of martingales with bounded square functions
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• Prophet regions and sharp inequalities for pth absolute moments of martingales
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• Some martingale inequalities with applications to harmonic analysis
• Martingale inequalities for spline sequences
• On a relation between norms of the maximal function and the square function of a martingale
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• Moment inequality for the martingale square function
• Reflected and doubly reflected backward stochastic differential equations with time-delayed generators

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