On the Rosenthal's inequality for locally square integrable martingales.

DOI10.1016/S0304-4149(02)00251-XzbMath1075.60504OpenAlexW2044975743MaRDI QIDQ2574550

Fanji Tian, Yao-Feng Ren

Publication date: 29 November 2005

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4149(02)00251-x

zbMATH Keywords

stopping timesupermartingaleBurkholder-Gundy inequality

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Martingales with continuous parameter (60G44)

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