Sharp maximal inequality for nonnegative martingales
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Publication:645455
DOI10.1016/J.SPL.2011.08.009zbMATH Open1227.60058OpenAlexW2046214004MaRDI QIDQ645455FDOQ645455
Authors: Adam Osȩkowski 
Publication date: 15 November 2011
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2011.08.009
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Cites Work
Cited In (12)
- Sharp Maximal Inequalities for Conditionally Symmetric Martingales and Brownian Motion
- Sharp inequality for martingale maximal functions and stochastic integrals
- Sharp maximal inequalities for the martingale square bracket
- Sharp maximal bound for continuous martingales
- Sharp norm inequality for bounded submartingales and stochastic integrals
- Title not available (Why is that?)
- Sharp maximal inequality for stochastic integrals
- On the ratio of the expected maximum of a martingale and the \(L_ p\)- norm of its last term
- Sharp inequalities for the square function of a nonnegative martingale
- Doob-Type Estimates for Differentially Subordinated Martingales
- Sharp inequalities for sums of nonnegative random variables and for a martingale conditional square function
- Sharp maximal inequality for martingales and stochastic integrals
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