The Best Bound in the L logL Inequality of Hardy and Littlewood and its Martingale Counterpart
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Publication:3800816
DOI10.2307/2046232zbMath0654.60033OpenAlexW4251113638MaRDI QIDQ3800816
Publication date: 1986
Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2046232
Inequalities; stochastic orderings (60E15) Martingales with discrete parameter (60G42) Maximal functions, Littlewood-Paley theory (42B25) Inequalities for sums, series and integrals (26D15) Systems of functional equations and inequalities (39B72)
Related Items (13)
On the ratio of the expected maximum of a martingale and the \(L_ p\)- norm of its last term ⋮ A trajectorial interpretation of Doob's martingale inequalities ⋮ The Kolmogorov Inequality for the Maximum of the Sum of Random Variables and Its Martingale Analogues ⋮ Fefferman-Stein inequalities for the dyadic-like maximal operators ⋮ Weak characterizations of stochastic integrability and Dudley's theorem in infinite dimensions ⋮ On pathwise counterparts of Doob's maximal inequalities ⋮ About Doob's inequality, entropy and Tchebichef ⋮ Sharp Logarithmic Inequalities for Two Hardy-type Operators ⋮ A MODEL-FREE VERSION OF THE FUNDAMENTAL THEOREM OF ASSET PRICING AND THE SUPER-REPLICATION THEOREM ⋮ Sharp weighted logarithmic bound for maximal operators ⋮ Some estimates related to the Doob's martingale inequalities ⋮ Sharp maximal \(L^{p}\)-estimates for martingales ⋮ Designing options given the risk: The optimal Skorokhod-embedding problem
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