Boundary value problems and sharp inequalities for martingale transforms

DOI10.1214/AOP/1176993220zbMATH Open0556.60021OpenAlexW2073941076MaRDI QIDQ760963FDOQ760963

Authors: Donald L. Burkholder

Publication date: 1984

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

Full work available at URL: https://doi.org/10.1214/aop/1176993220

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zbMATH Keywords

martingale difference sequence sharp inequalities for martingale transforms

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Stochastic integrals (60H05) Martingales and classical analysis (60G46)

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