A weak-type inequality for the martingale square function
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Publication:464485
DOI10.1016/J.SPL.2014.08.019zbMATH Open1307.60045OpenAlexW1982041792MaRDI QIDQ464485FDOQ464485
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
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Cites Work
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- A First Passage Problem for the Wiener Process
- 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
- Martingale inequalities
- The Best Constant in Burkholder's Weak-L 1 Inequality for the Martingale Square Function
- Sharp Square-Function Inequalities for Conditionally Symmetric Martingales
- Solving non–linear optimal stopping problems by the method of time–change
- On Moment Inequalities for Stochastic Integrals
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