Moment Inequality for the Martingale Square Function

DOI10.4064/ba61-2-11zbMath1302.60072OpenAlexW1982289924MaRDI QIDQ2866790

Adam Osȩkowski

Publication date: 16 December 2013

Published in: Bulletin of the Polish Academy of Sciences Mathematics (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/9a1493fd40029ebbd35474ee333d444fd5a332c5

zbMATH Keywords

martingalesmethod of momentsbest constantssum of squares of the increments

Mathematics Subject Classification ID

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