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

DOI10.4064/BA53-4-9MaRDI QIDQ3414697zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

martingalemaximal functionmoment inequalitysquare function

Mathematics Subject Classification ID

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

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• On the maximal inequalities for martingales involving two functions
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