Sharp inequality for bounded submartingales and their differential subordinates

DOI10.1214/ECP.V13-1433zbMath1196.60074OpenAlexW2037371735MaRDI QIDQ1038930

Adam Osȩkowski

Publication date: 20 November 2009

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/225194

zbMATH Keywords

tail inequalitymartingaledistribution functiondifferential subordinationsubmartingaleconditional differential subordination

Mathematics Subject Classification ID

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

Related Items (1)

The foundational inequalities of D. L. Burkholder and some of their ramifications

This page was built for publication: Sharp inequality for bounded submartingales and their differential subordinates