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Sharp Norm Inequalities for Martingales and their Differential Subordinates

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Publication:5440179
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DOI10.4064/ba55-4-9zbMath1139.60018OpenAlexW2025837553MaRDI QIDQ5440179

Adam Osȩkowski

Publication date: 1 February 2008

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

Full work available at URL: https://semanticscholar.org/paper/95a20ee7f8370adc9f481bb96516786f519ba6f4


zbMATH Keywords

harmonic functionmartingalenorm inequalitystochastic integraldifferential subordination


Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Harmonic, subharmonic, superharmonic functions in higher dimensions (31B05) Stochastic integrals (60H05)


Related Items

Sharp maximal inequalities for the moments of martingales and non-negative submartingales



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