A sharp inequality for martingale transforms

DOI10.1214/AOP/1176994944zbMATH Open0416.60047OpenAlexW1965569212MaRDI QIDQ754550FDOQ754550

Authors: Donald L. Burkholder 

Publication date: 1979

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176994944

zbMATH Keywords

martingaleBrownian motionmaximal functionmartingale transformsquare functionIto integral

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Brownian motion (60J65) Stochastic integrals (60H05)

Cited In (12)

• Non-commutative martingale transforms
• Two-weighted estimates for positive operators and Doob maximal operators on filtered measure spaces
• On moment conditions for normed sums of independent variables and martingale differences
• Rates in almost sure invariance principle for nonuniformly hyperbolic maps
• Sharp estimates in some inequalities of Zygmund type for Riesz transforms
• Best constants in Rosenthal-type inequalities and the Kruglov operator
• A Proof of the Burkholder Theorem For Martingale Transforms
• Two-dimensional martingale transforms and their applications in summability of Walsh-Fourier series
• A Note on MT Operators
• Semi-martingale inequalities via the Garsia-Rodemich-Rumsey lemma, and applications to local times
• Common strict character of some sharp infinite-sequence martingale inequalities
• Survey article: Bellman function method and sharp inequalities for martingales

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