Sharp inequalities for the square function of a nonnegative martingale

MaRDI QIDQ3583835zbMATH OpenFDO

Authors Adam Osȩkowski

Publication date 18 August 2010

Full work available at URL http://www.math.uni.wroc.pl/~pms/files/30.1/Abstract/30.1.3.abs.pdf

zbMATH Keywords

martingalemaximal functionsquare function

Mathematics Subject Classification ID

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

Recommendations

• Sharp inequalities for the conditional square function of a martingale
• Sharp maximal inequality for nonnegative martingales
• Weak Type Inequality for the Square Function of a Nonnegative Submartingale
• Sharp maximal \(L^{p}\)-estimates for martingales
• Sharp Square-Function Inequalities for Conditionally Symmetric Martingales

Cited in

(11)

• Sharp moment estimates for martingales with uniformly bounded square functions
• Distribution of martingales with bounded square functions
• The best constant in the Davis inequality for the expectation of the martingale square function
• Sharp inequalities for sums of nonnegative random variables and for a martingale conditional square function
• Moment inequality for the martingale square function
• Functional equations and sharp weak-type inequalities for the martingale square function
• Sharp maximal inequalities for the martingale square bracket
• Two Inequalities for the First Moments of a Martingale, its Square Function and its Maximal Function
• Weak Type Inequality for the Square Function of a Nonnegative Submartingale
• A weak-type inequality for the martingale square function
• A note on non-regular martingales

This page was built for publication: Sharp inequalities for the square function of a nonnegative martingale

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3583835)