A sharp maximal inequality for one-dimensional Dunkl martingales

DOI10.1016/J.SPL.2015.06.008MaRDI QIDQ894583zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

optimal stoppingstopping timesDoob-type inequalityDunkl martingales

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44)

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Cites work

• scientific article; zbMATH DE number 431550 (Why is no real title available?)
• scientific article; zbMATH DE number 5016447 (Why is no real title available?)
• scientific article; zbMATH DE number 5174023 (Why is no real title available?)
• A change-of-variable formula with local time on curves
• Best bounds in Doob's maximal inequality for Bessel processes
• 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
• Stopping times of Bessel processes

Cited in

(1)

• scientific article; zbMATH DE number 5174023 (Why is no real title available?)

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