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

Mathematics Subject Classification ID

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

Recommendations

• Sharp inequalities for the conditional square function of a martingale
• Sharp inequalities for sums of nonnegative random variables and for a martingale conditional square function
• Sharp Square-Function Inequalities for Conditionally Symmetric Martingales
• scientific article; zbMATH DE number 4072047
• Weak type inequalities for conditionally symmetric martingales

Cited in

(5)

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

This page was built for publication: Sharp ratio inequalities for a conditionally symmetric martingale

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3569575)