An Equivalent to the Martingale Square Function Inequality
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Publication:5684028
DOI10.1214/AOMS/1177690863zbMath0267.60046OpenAlexW2072776252MaRDI QIDQ5684028
Publication date: 1972
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177690863
Sums of independent random variables; random walks (60G50) Brownian motion (60J65) Stopping times; optimal stopping problems; gambling theory (60G40) Large deviations (60F10)
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L p estimates for stopping times of Bessel processes ⋮ Some improvements on the L_p inequalities for diffusion processes
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