Sharp maximal bound for continuous martingales
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Cites work
- scientific article; zbMATH DE number 3778410 (Why is no real title available?)
- scientific article; zbMATH DE number 1107584 (Why is no real title available?)
- A sharp weak type $(p,p)$ inequality $(p>2)$ for martingale transforms and other subordinate martingales
- Differential subordination and strong differential subordination for continuous-time martingales and related sharp inequalities
- Sharp Maximal Inequalities for Conditionally Symmetric Martingales and Brownian Motion
- Sharp inequalities for martingales with applications to the Beurling-Ahlfors and Riesz transforms
- Sharp maximal inequality for martingales and stochastic integrals
- Sharp maximal inequality for stochastic integrals
- Sharp weak-type inequalities for differentially subordinated martingales
Cited in
(8)- Sharp maximal inequality for nonnegative martingales
- Sharp maximal inequalities for continuous-path semimartingales
- Sharp maximal \(L^p\)-bounds for continuous martingales and their differential subordinates
- A sharp maximal inequality for continuous martingales and their differential subordinates.
- An extension of Pratelli's inequality
- Sharp maximal inequality for martingales and stochastic integrals
- A maximal inequality for upcrossings of a continuous martingale
- Sharp maximal \(L^{p}\)-estimates for martingales
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