A weak-type inequality for the martingale square function

DOI10.1016/J.SPL.2014.08.019zbMath1307.60045OpenAlexW1982041792MaRDI QIDQ464485

Adam Osȩkowski

Publication date: 27 October 2014

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

Full work available at URL: https://doi.org/10.1016/j.spl.2014.08.019

zbMATH Keywords

maximal functionmartingalesquare functionweak-type inequalitysharp inequality

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42)

Related Items (1)

Sharp moment estimates for martingales with uniformly bounded square functions

Cites Work

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• Martingale inequalities
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• Sharp Square-Function Inequalities for Conditionally Symmetric Martingales
• A Remarkable Series of Orthogonal Functions (I)
• Solving non–linear optimal stopping problems by the method of time–change
• A First Passage Problem for the Wiener Process
• On Moment Inequalities for Stochastic Integrals

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