Sharp maximal inequalities for the martingale square bracket

DOI10.1080/17442501003660468zbMath1210.60044OpenAlexW1969398172MaRDI QIDQ3081000

Adam Osȩkowski

Publication date: 11 March 2011

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442501003660468

zbMATH Keywords

maximal functionmartingalesquare functiondyadic martingaleconditionally symmetric martingalesquare bracket

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Martingales with discrete parameter (60G42) Martingales with continuous parameter (60G44)

Related Items (7)

On Maximal Inequalities for Ornstein--Uhlenbeck Processes with Jumps ⋮ Existence of invariant probability measures for functional McKean-Vlasov SDEs ⋮ Strong Convergence Rates for Euler Approximations to a Class of Stochastic Path-Dependent Volatility Models ⋮ The Kolmogorov Inequality for the Maximum of the Sum of Random Variables and Its Martingale Analogues ⋮ Sharp convex generalizations of stochastic Gronwall inequalities ⋮ Applications of pathwise Burkholder-Davis-Gundy inequalities ⋮ Pathwise versions of the Burkholder-Davis-Gundy inequality

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