A sharp maximal inequality for one-dimensional Dunkl martingales

DOI10.1016/J.SPL.2015.06.008zbMATH Open1328.60112OpenAlexW2304605682MaRDI QIDQ894583FDOQ894583

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)

Cites Work

• A change-of-variable formula with local time on curves
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• 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
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• Stopping times of Bessel processes
• Best bounds in Doob's maximal inequality for Bessel processes

Cited In (1)

• Title not available (Why is that?)

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