Weighted maximal inequalities for martingale transforms

DOI10.37190/0208-4147.41.1.7MaRDI QIDQ5013236zbMATH OpenOpenAlexFDO

Authors Adam Osȩkowski, Michał Brzozowski

Publication date 29 November 2021

Published in Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.37190/0208-4147.41.1.7

zbMATH Keywords

martingaleweightmaximal functionBellman function

Mathematics Subject Classification ID

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

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Cites work

• A sharp weak type $(p,p)$ inequality $(p>2)$ for martingale transforms and other subordinate martingales
• Boundary value problems and sharp inequalities for martingale transforms
• Weighted maximal inequalities for the Haar system
• Weighted weak-type inequality for martingales

Cited in

(13)

• A note on martingale transforms and $A_{p}$-weights
• Weighted maximal inequality for differentially subordinate martingales
• A₁ Fefferman-Stein inequality for maximal functions of martingales in uniformly smooth spaces
• scientific article; zbMATH DE number 468841 (Why is no real title available?)
• The sharp weighted maximal inequalities for noncommutative martingales
• Maximal operators of tree martingale transforms and their maximal operator inequalities
• Weighted Lépingle inequality
• On weighted inequalities for martingale transform operators
• Weighted inequalities for martingale transforms and stochastic integrals
• Optimal estimates for martingale transforms
• Weighted Davis inequalities for martingale square functions
• Weighted integral inequalities for the maximal geometric mean operator in martingales
• Weighted estimates for one-sided martingale transforms

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