On a class of martingale inequalities

DOI10.1016/0047-259X(83)90030-1zbMath0521.60048MaRDI QIDQ1055090

David C. Cox, Johannes H. B. Kemperman

Publication date: 1983

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

maximal inequalitybest constantsmartingale inequalities

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Martingales with discrete parameter (60G42)

Related Items (4)

Prophet regions and sharp inequalities for pth absolute moments of martingales ⋮ Common strict character of some sharp infinite-sequence martingale inequalities ⋮ Sharp inequalities for the Beurling-Ahlfors transform on radial functions ⋮ On the operator \(\Lambda^{\ast}\) and the Beurling-Ahlfors transform on radial functions

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