Sharp ratio inequalities for a conditionally symmetric martingale

DOI10.4064/BA58-1-8zbMATH Open1193.60058OpenAlexW2044586265MaRDI QIDQ3569575FDOQ3569575

Authors: Adam Osȩkowski 

Publication date: 21 June 2010

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

Full work available at URL: https://doi.org/10.4064/ba58-1-8

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Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Martingales with continuous parameter (60G44)

Cited In (5)

• Weak type inequalities for conditionally symmetric martingales
• Sharp Maximal Inequalities for Conditionally Symmetric Martingales and Brownian Motion
• Best constants in the weak type inequalities for a martingale conditional square function
• On the best constant in the weak type inequality for the square function of a conditionally symmetric martingale
• Tightened exponential bounds for discrete-time conditionally symmetric martingales with bounded jumps

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