Estimation of the Constant in a Burkholder Inequality for Supermartingales and Martingales

DOI10.1137/S0040585X97983468zbMath1203.60044MaRDI QIDQ3556711

Ernst L. Presman

Publication date: 26 April 2010

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

zbMATH Keywords

momentsmartingaleexpectationBurkholder inequality

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42)

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