Sharp Maximal Inequalities for Conditionally Symmetric Martingales and Brownian Motion
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Publication:5751683
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- scientific article; zbMATH DE number 4072047
Cites work
- scientific article; zbMATH DE number 4098413 (Why is no real title available?)
- scientific article; zbMATH DE number 46732 (Why is no real title available?)
- scientific article; zbMATH DE number 3538576 (Why is no real title available?)
- Boundary value problems and sharp inequalities for martingale transforms
- Distribution function inequalities for martingales
- Martingale Integrals
- Martingale Transforms
- On the Distribution of Maxima of Martingale
- On the \(L^p\) norms of stochastic integrals and other martingales
Cited in
(25)- The foundational inequalities of D. L. Burkholder and some of their ramifications
- An alternative approach to sharp \(L^1\) estimates for the dyadic maximal operator
- Sharp maximal \(L^{p}\)-estimates for martingales
- A sharp integral rearrangement inequality for the dyadic maximal operator and applications
- Sharp integral inequalities for the dyadic maximal operator and applications
- Sharp local lower \(L^p\)-bounds for dyadic-like maximal operators
- Sharp maximal bound for continuous martingales
- Dyadic-like maximal operators on integrable functions and Bellman functions related to Kolmogorov’s inequality
- The Bellman function of the dyadic maximal operator in connection with the dyadic Carleson imbedding theorem
- An eigenfunction stability estimate for approximate extremals of the Bellman function for the dyadic maximal operator on \(L^{p}\)
- Local lower norm estimates for dyadic maximal operators and related Bellman functions
- The Bellman function of the dyadic maximal operator related to Kolmogorov's inequality
- The Bellman functions of dyadic-like maximal operators and related inequalities
- A sharp maximal inequality for one-dimensional Dunkl martingales
- Optimal Stopping in the L log L -Inequality of Hardy and Littlewood
- Sharp weak type inequalities for the dyadic maximal operator
- Strong solution of stochastic differential equations with discontinuous and unbounded coefficients
- Sharp maximal inequalities for stochastic processes
- On weak type inequalities for dyadic maximal functions
- Sharp general local estimates for dyadic-like maximal operators and related Bellman functions
- Sharp \(L^p\)-bounds for the martingale maximal function
- On Doob's maximal inequality for Brownian motion
- Control of the norm H^ p of a martingale by the maxima of local times
- Sharp Lorentz estimates for dyadic-like maximal operators and related Bellman functions
- Tightened exponential bounds for discrete-time conditionally symmetric martingales with bounded jumps
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