Sharp Maximal Inequalities for Conditionally Symmetric Martingales and Brownian Motion

DOI10.2307/2048756zbMATH Open0719.60050OpenAlexW4250639596MaRDI QIDQ5751683FDOQ5751683

Authors: Gang Wang 

Publication date: 1991

Full work available at URL: https://doi.org/10.2307/2048756

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• scientific article; zbMATH DE number 4072047

zbMATH Keywords

Brownian motionstopping timemaximal inequalitydyadic martingalesconditionally symmetric martingalesmartingale maximal function

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Brownian motion (60J65)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• On the Distribution of Maxima of Martingale
• Distribution function inequalities for martingales
• Boundary value problems and sharp inequalities for martingale transforms
• Title not available (Why is that?)
• On the \(L^p\) norms of stochastic integrals and other martingales
• Martingale Transforms
• Martingale Integrals

Cited In (25)

• 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
• An eigenfunction stability estimate for approximate extremals of the Bellman function for the dyadic maximal operator on \(L^{p}\)
• The Bellman function of the dyadic maximal operator in connection with the dyadic Carleson imbedding theorem
• 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
• Optimal Stopping in the L log L -Inequality of Hardy and Littlewood
• A sharp maximal inequality for one-dimensional Dunkl martingales
• 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
• An alternative approach to sharp \(L^1\) estimates for the dyadic maximal operator
• The foundational inequalities of D. L. Burkholder and some of their ramifications

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