A weak-type inequality for the martingale square function

DOI10.1016/J.SPL.2014.08.019MaRDI QIDQ464485zbMATH OpenOpenAlexFDO

Authors Adam Osȩkowski

Publication date 27 October 2014

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2014.08.019

zbMATH Keywords

martingalemaximal functionsquare functionweak-type inequalitysharp inequality

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42)

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Cites work

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• A Remarkable Series of Orthogonal Functions (I)
• Martingale inequalities
• On Moment Inequalities for Stochastic Integrals
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• Sharp Square-Function Inequalities for Conditionally Symmetric Martingales
• Sharp martingale and semimartingale inequalities.
• Solving non–linear optimal stopping problems by the method of time–change
• The Best Constant in Burkholder's Weak-L 1 Inequality for the Martingale Square Function
• The best constant in the Davis inequality for the expectation of the martingale square function
• Two Inequalities for the First Moments of a Martingale, its Square Function and its Maximal Function

Cited in

(7)

• Moment inequality for the martingale square function
• Sharp moment estimates for martingales with uniformly bounded square functions
• Weak Type Inequality for the Square Function of a Nonnegative Submartingale
• scientific article; zbMATH DE number 1897425 (Why is no real title available?)
• Distribution of martingales with bounded square functions
• A Fefferman-Stein inequality for the martingale square and maximal functions
• Weak-type estimates for martingale maximal functions

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