Best constants in the weak type inequalities for a martingale conditional square function

DOI10.1016/J.SPL.2012.01.024zbMath1248.60048OpenAlexW2107008733MaRDI QIDQ433566

Adam Osȩkowski

Publication date: 5 July 2012

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2012.01.024

zbMATH Keywords

martingalesquare functionconditional square functionweak-type inequality

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Martingales with continuous parameter (60G44)

Cites Work

• Boundary value problems and sharp inequalities for martingale transforms
• Sharp norm comparison of the maxima of a sequence and its predictable projection
• Sharp inequalities for the conditional square function of a martingale
• Distribution function inequalities for martingales
• A general version of the fundamental theorem of asset pricing
• Noncommutative Burkholder/Rosenthal inequalities
• Best constants in martingale version of Rosenthal's inequality
• On the best constants in noncommutative Khintchine-type inequalities
• Embedding L 1 in L 1 /H 1
• Some Sharp Inequalities for Martingale Transforms
• On the best constants in the Khinchin inequality
• The best constants in the Khintchine inequality
• Topics in Harmonic Analysis Related to the Littlewood-Paley Theory. (AM-63)
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