Sharp maximal inequality for nonnegative martingales

DOI10.1016/J.SPL.2011.08.009MaRDI QIDQ645455zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

martingalemaximal functionmartingale transformstochastic integral

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 17010 (Why is no real title available?)
• scientific article; zbMATH DE number 1107584 (Why is no real title available?)
• Sharp maximal inequality for stochastic integrals
• Stochastic integration and \(L^ p-\)theory of semimartingales

Cited in

(12)

• Sharp maximal inequalities for the martingale square bracket
• Sharp maximal inequality for stochastic integrals
• Sharp norm inequality for bounded submartingales and stochastic integrals
• Sharp inequalities for sums of nonnegative random variables and for a martingale conditional square function
• Sharp maximal bound for continuous martingales
• Sharp Maximal Inequalities for Conditionally Symmetric Martingales and Brownian Motion
• scientific article; zbMATH DE number 4098417 (Why is no real title available?)
• Sharp inequality for martingale maximal functions and 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
• Sharp maximal inequality for martingales and stochastic integrals
• Doob-Type Estimates for Differentially Subordinated Martingales

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