Sharp Square-Function Inequalities for Conditionally Symmetric Martingales
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conditionally symmetric martingaleconfluent hypergeometric functionHaar functionMarcinkiewicz-Paley inequalitiesparabolic cylinder function
Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Initial value problems for second-order parabolic equations (35K15) Initial value problems for second-order hyperbolic equations (35L15) Martingales with discrete parameter (60G42) Martingales and classical analysis (60G46)
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Cites work
- A First Passage Problem for the Wiener Process
- A Remarkable Series of Orthogonal Functions (II)
- Distribution function inequalities for martingales
- Extrapolation and interpolation of quasi-linear operators on martingales
- scientific article; zbMATH DE number 3576139 (Why is no real title available?)
- scientific article; zbMATH DE number 3278887 (Why is no real title available?)
- scientific article; zbMATH DE number 3085434 (Why is no real title available?)
- Martingale Integrals
- Martingale Transforms
- Note on a square function inequality
- On Stopping Times for a Wiener Process
- On the \(L^p\) norms of stochastic integrals and other martingales
Cited in
(32)- Sharp inequalities for the conditional square function of a martingale
- Domination inequality for martingale transforms of a Rademacher sequence
- On extremal distributions and sharp \(L_p\)-bounds for sums of multilinear forms
- Hamming cube and martingales
- The foundational inequalities of D. L. Burkholder and some of their ramifications
- On an explicit lower bound for the star discrepancy in three dimensions
- Sharp moment estimates for martingales with uniformly bounded square functions
- On the failure of lower square function estimates in the non-homogeneous weighted setting
- \(L_p\)-discrepancy of the symmetrized van der Corput sequence
- Proof techniques in quasi-Monte Carlo theory
- On the best constant in the weak type inequality for the square function of a conditionally symmetric martingale
- Survey article: Bellman function method and sharp inequalities for martingales
- Inequalities for martingales taking values in 2-convex Banach spaces
- Sharp martingale inequalities and applications to Riesz transforms on manifolds, Lie groups and Gauss space
- On the Rosenthal's inequality for locally square integrable martingales.
- Sharp inequalities for sums of nonnegative random variables and for a martingale conditional square function
- Sharp maximal inequalities for the martingale square bracket
- Exponential Squared Integrability of the Discrepancy Function in Two Dimensions
- Sharp ratio inequalities for a conditionally symmetric martingale
- Sharp inequalities for the square function of a nonnegative martingale
- A weak-type inequality for the martingale square function
- Square functions and the Hamming cube: duality
- Obstacle problems generated by the estimates of square function
- Conditional square functions, the sine-cosine decomposition for Hardy martingales and dyadic perturbation
- Point sets with optimal order of extreme and periodic discrepancy
- Superexponential estimates and weighted lower bounds for the square function
- Sharp Maximal Inequalities for Conditionally Symmetric Martingales and Brownian Motion
- Weak type inequalities for conditionally symmetric martingales
- Maximal inequalities and some applications
- On the small ball inequality in all dimensions
- On the small ball inequality in three dimensions
- On the discrepancy function in arbitrary dimension, close to L^1
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