Martingale Transforms
From MaRDI portal
Publication:4062447
DOI10.1214/aoms/1177699141zbMath0306.60030OpenAlexW4246376128WikidataQ57229686 ScholiaQ57229686MaRDI QIDQ4062447
Publication date: 1966
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177699141
Related Items
Une propriété de continuité du temps local, A sharp weak type $(p,p)$ inequality $(p>2)$ for martingale transforms and other subordinate martingales, Sums of Independent Random Variables and the Burkholder Transforms, Weak type (p,q)-inequalities for the Haar system and differentially subordinated martingales, Unconditional Schauder decompositions and stopping times in the Lebesgue-Bochner spaces, CONDITIONS FOR THE PROPAGATION OF MEMORY PARAMETER FROM DURATIONS TO COUNTS AND REALIZED VOLATILITY, Unnamed Item, Sharp Weak-Type Inequality for the Haar System, Harmonic Functions and Martingales, Global bifurcation of periodic solutions in nonlinear evolution problems with periodic forcing, On the convergence of martingale transforms, A conditional setting for some theorems associated with the strong law, Dimension free bounds for the Hardy–Littlewood maximal operator associated to convex sets, Unnamed Item, Burkholder inequalities in Riesz spaces, Martingale transforms between martingale Hardy-Amalgam spaces, A note on stochastic integrators, Martingale Integrals, Unnamed Item, Interchange between Hardy-Lorentz spaces of predictable martingales, Littlewood–Paley–Rubio de Francia inequality for the Walsh system, Existence and transportation inequalities for fractional stochastic differential equations, Monologues, dialogues, and common priors, Endpoint sparse domination for classes of multiplier transformations, A Proof of the Burkholder Theorem For Martingale Transforms, Square function characterizations of real and ergodic \(H^1\) spaces, Stochastic Processes in the Decades after 1950, Two-dimensional martingale transforms and their applications in summability of Walsh-Fourier series, Unnamed Item, Products and commutators of martingales in \(H_1\) and BMO, General criteria for the study of quasi-stationarity, Sharp estimates for martingale transforms with unbounded transforming sequences, On the existence and position of the farthest peaks of a family of stochastic heat and wave equations, Two-weight $L^{p}$-inequalities for dyadic shifts and the dyadic square function, Oscillation inequalities in ergodic theory and analysis: one-parameter and multi-parameter perspectives, Initial measures for the stochastic heat equation, Random walks on hyperbolic spaces: second order expansion of the rate function at the drift, Survey article: Bellman function method and sharp inequalities for martingales, On Fourier Multiplier Transformations of Banach-Valued Functions, Martingale Convergence via the Square Function, Sharp inequalities for the Haar system and Fourier multipliers, Martingale Morrey-Hardy and Campanato-Hardy spaces, Square functions in ergodic theory, Optimal constants in the Marcinkiewicz-Zygmund inequalities, Steady-State Sensitivity Analysis of Continuous Time Markov Chains, Maximal operators of tree martingale transforms and their maximal operator inequalities, On Wald Optimal Stopping Problem for Geometric Brownian Motions, Martingale transforms and weak Orlicz-Hardy spaces of predictable martingales, Dyadic Harmonic Analysis and Weighted Inequalities: The Sparse Revolution, A General Three-Series Theorem, Central limit theorems for nearly long range dependent subordinated linear processes, Maximal Inequalities of Noncommutative Martingale Transforms, Rosenthal type inequalities for random variables, The Banach spaces 𝐶(𝐾) and 𝐿^{𝑝}(𝜇)¹, Thermodynamics and universality for mean field quantum spin glasses, Sharp Square-Function Inequalities for Conditionally Symmetric Martingales, The best constant in the Davis inequality for the expectation of the martingale square function, Martingale Transforms with Unbounded Multipliers, Weak type inequality for noncommutative differentially subordinated martingales, Reinforced random walk, On the weak laws for arrays of random variables, Fourier analysis and paths of brownian motion, The development of square functions in the work of A. Zygmund, Almost everywhere convergence of series in $L^1$, Martingale generalizations and preservation of martingale properties, [https://portal.mardi4nfdi.de/wiki/Publication:4148564 R�gions d'arr�t, localisations et prolongements de martingales], Martingale transforms of the Rademacher sequence in rearrangement invariant spaces, Convergence results for strictC-sequences, Martingales and function spaces, Some inequalities for tree martingales, On the rates of convergence in limit theorems for one-sided stopping rules, The maximal function and conditional square function control the variation: An elementary proof, Sharp maximal inequalities for the martingale square bracket, Sharp Lorentz-norm estimates for differentially subordinate martingales and applications, Martingale inequalities, Martingale Transforms and Complex Uniform Convexity, Multilevel Nested Simulation for Efficient Risk Estimation, On the integrability of the martingale square function, Extrapolation and interpolation of quasi-linear operators on martingales, Bellman functions and $L^p$ estimates for paraproducts, Sample properties of martingales and their arithmetic means, Sharp Maximal Inequalities for Conditionally Symmetric Martingales and Brownian Motion, Some Sharp Inequalities for Martingale Transforms, Intermittency and Chaos for a Nonlinear Stochastic Wave Equation in Dimension 1, Optimal predictable transforms, Sharp weak type inequalities for the Haar system and related estimates for nonsymmetric martingale transforms, A nonlinear partial differential equation and the unconditional constant of the Haar system in 𝐿^{𝑝}, On the approximation of lacunary series by Brownian motion, The Smoothing Transform: A Review of Contraction Results, Obstacle Problems Generated by the Estimates of Square Function, divergence of Fourier series in the general Haar system, Moment conditions for a sequence with negative drift to be uniformly bounded in \(L^r\), Commutators on dyadic martingales, Common strict character of some sharp infinite-sequence martingale inequalities, Forecast dominance testing via sign randomization, Square function inequalities for non-commutative martingales, Central limit theorems for weighted sums of dependent random vectors in Hilbert spaces via the theory of the regular variation, Quadratic variation and the convergence of random sequences, Hardy spaces of predictable martingales, Carleson measures and vector-valued BMO martingales, Doob's inequality, Burkholder-Gundy inequality and martingale transforms on martingale Morrey spaces, On Doob's inequality and Burkholder's inequality in weak spaces, Martingale transforms between Hardy-Lorentz spaces, Finite element approximations of a class of nonlinear stochastic wave equations with multiplicative noise, Moments of randomly stopped sums -- revisited, Branching random walks with acritical branching part, On some results of M. I. Gordin: A clarification of a misunderstanding, Littlewood-Paley theory for triangle buildings, Weighted inequalities for the martingale square and maximal functions, On the span of some three valued martingale difference sequences in \(L^ p\) \((1<p<\infty)\) and \(H^ 1\), Number of paths in oriented percolation as zero temperature limit of directed polymer, Summation of weakly dependent sequences by Cesàro methods, Unconditional martingale difference sequences in Banach spaces, Optimal smoothing and decay estimates for viscously damped conservation laws, with applications to the 2-D Navier-Stokes equation, On the chaotic character of the stochastic heat equation. II, Operator-valued martingale transforms in rearrangement invariant spaces and applications, Burkholder's inequalities associated with Orlicz functions in rearrangement invariant spaces, Grand martingale Hardy spaces for \(0<p \leq 1\), On the chaotic character of the stochastic heat equation, before the onset of intermitttency, Prophet compared to gambler: Additive inequalities for transforms of sequences of random variables, Fourier decomposition of properly elliptic boundary value problems in a half-plane, The foundational inequalities of D. L. Burkholder and some of their ramifications, Weak nonmild solutions to some SPDEs, Burkholder's function via Monge-Ampère equation, Weak type inequalities for conditionally symmetric martingales, Two-parameter version of Bourgain's inequality: rational frequencies, Fractional integral on martingale Hardy spaces with variable exponents, Error analysis of randomized Runge-Kutta methods for differential equations with time-irregular coefficients, Summability of martingales with two-dimensional parameters, Riemann-Stieltjes quasi-martingale integration, Fredholm operators, semigroups and the asymptotic and boundary behavior of solutions of PDEs., Martingale transforms and their projection operators on manifolds, Strong law of large numbers for adapted sequences and application to multivalued supermartingale, Martingale Morrey-Campanato spaces and fractional integrals, Weak law of large numbers for arrays of random variables, Transformées de Burkholder et sommabilité de martingales à deux paramètres, Dyadic harmonic analysis beyond doubling measures, Limit theorems for von Mises statistics of a measure preserving transformation, Sharp \(L^2 \log L\) inequalities for the Haar system and martingale transforms, Martingale transforms and fractional integrals on rearrangement-invariant martingale Hardy spaces, Kernel density estimates in a non-standard situation, Martingale transforms and Hardy spaces, Some existence results for systems of impulsive stochastic differential equations, Orlicz norm inequalities for operator-valued martingale transforms, The weak law of large numbers for arrays, An elementary proof of the \(A_{2}\) bound, Marcinkiewicz-Zygmund inequality for nonnegative \(N\)-demimartingales and related results, On a class of Calderón-Zygmund operators arising from projections of martingale transforms, Weak-\( L^\infty\) inequality for non-symmetric martingale transforms and Haar system, Convergence of ergodic-martingale paraproducts, Generalized Wald equations in discrete time, Orlicz-Lorentz Hardy martingale spaces, One modification of the martingale transform and its applications to paraproducts and stochastic integrals, Martingale transforms between Hardy-Orlicz spaces \(\mathcal 2_{\Phi_1}\) and \(\mathcal 2_{\Phi_2}\) of martingales, Weak type inequalities for vector-valued martingales, Sharp weighted weak type \((\infty, \infty)\) inequality for differentially subordinate martingales, Variational estimates for martingale paraproducts, Martingale sequence of bounded variation, An interpolation principle for martingale inequalities, Analysis of a stratified Kraichnan flow, Mixed martingale Hardy spaces, Random measures on planar curves, Square function inequalities for monotone bases in \(L^{1}\), Inequalities of Paley type for noncommutative martingales, Variable martingale Hardy-Morrey spaces, On the martingale decompositions of Gundy, Meyer, and Yoeurp in infinite dimensions, Central limit theorem for linear processes with infinite variance, An upper bound for the \(\ell_1\)-variation along the road to agreement, Semi-discrete semi-linear parabolic SPDEs, Square functions for noncommutative differentially subordinate martingales, Burkholder theorem in Riesz spaces, Fractional integrals and their commutators on martingale Orlicz spaces, Conformal martingales, On moment conditions for normed sums of independent variables and martingale differences, The random heat equation in dimensions three and higher: the homogenization viewpoint, Boundedness of Cesàro and Riesz means in variable dyadic Hardy spaces, On the failure of lower square function estimates in the non-homogeneous weighted setting, Uniform and nonuniform estimates in the CLT for Banach valued dependent random variables, Martingale transforms between \(\mathcal Q_1\) and \(\mathcal Q_{\varPhi}\) of martingale spaces, Spatial ergodicity for SPDEs via Poincaré-type inequalities, On martingale transform inequalities in certain quasi-Banach function spaces, A principle of subsequences in probability theory: The central limit theorem, On the moments of some first passage times for sums of dependent random variables, The Haar system as an unconditional basis in L\(_p[0,1\)], Non-commutative martingale transforms, Martingale transforms between Orlicz-Hardy spaces of predictable martingales, Operator-valued martingale transforms, The dialectics archetypes/types (universal categorical constructions/concrete models) in the work of Alexander Grothendieck, Pathwise versions of the Burkholder-Davis-Gundy inequality, Maximal commutator of conditional expectations, Optimal estimates for martingale transforms