Sharp maximal \(L^{p}\)-estimates for martingales

zbMath1316.60059arXiv1312.5038MaRDI QIDQ2340888

Rodrigo Bañuelos, Adam Osȩkowski

Publication date: 21 April 2015

Published in: Illinois Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1312.5038

zbMATH Keywords

Brownian motionmartingalessupermartingalesmaximal \(L^{p}\)-estimates

Mathematics Subject Classification ID

Brownian motion (60J65) Generalizations of martingales (60G48) Harmonic, subharmonic, superharmonic functions in higher dimensions (31B05) Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44)

Related Items (8)

Strong completeness and semi-flows for stochastic differential equations with monotone drift ⋮ A note on the stochastic version of the Gronwall lemma ⋮ Extension of a stochastic Gronwall lemma ⋮ A stochastic convolution integral inequality ⋮ A discrete stochastic Gronwall lemma ⋮ Two-weighted estimates for positive operators and Doob maximal operators on filtered measure spaces ⋮ A stochastic Gronwall inequality and applications to moments, strong completeness, strong local Lipschitz continuity, and perturbations ⋮ A stochastic Gronwall lemma revisited

Cites Work

• One-sided maximal functions and H\(^p\)
• Optimal stopping of the maximum process: The maximality principle
• A comparison theorem on moment inequalities between negatively associated and independent random variables
• A STOCHASTIC GRONWALL LEMMA
• The Best Bound in the L logL Inequality of Hardy and Littlewood and its Martingale Counterpart

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