A sharp maximal inequality for one-dimensional Dunkl martingales
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Publication:894583
DOI10.1016/J.SPL.2015.06.008zbMATH Open1328.60112OpenAlexW2304605682MaRDI QIDQ894583FDOQ894583
Authors: Adam Osȩkowski 
Publication date: 1 December 2015
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2015.06.008
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Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44)
Cites Work
- A change-of-variable formula with local time on curves
- Title not available (Why is that?)
- Title not available (Why is that?)
- Differential-Difference Operators Associated to Reflection Groups
- Generalized Hermite polynomials and the heat equation for Dunkl operators
- Markov processes related with Dunkl operators
- Sharp Maximal Inequalities for Conditionally Symmetric Martingales and Brownian Motion
- Title not available (Why is that?)
- Stopping times of Bessel processes
- Best bounds in Doob's maximal inequality for Bessel processes
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