Sharp Maximal Inequalities for Conditionally Symmetric Martingales and Brownian Motion

DOI10.2307/2048756zbMath0719.60050OpenAlexW4250639596MaRDI QIDQ5751683

Gang Wang

Publication date: 1991

Full work available at URL: https://doi.org/10.2307/2048756

zbMATH Keywords

Brownian motionstopping timemaximal inequalitydyadic martingalesconditionally symmetric martingalesmartingale maximal function

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Brownian motion (60J65)

Related Items (21)

The Bellman function of the dyadic maximal operator in connection with the dyadic Carleson imbedding theorem ⋮ The Bellman function of the dyadic maximal operator related to Kolmogorov's inequality ⋮ Sharp integral inequalities for the dyadic maximal operator and applications ⋮ Tightened exponential bounds for discrete-time conditionally symmetric martingales with bounded jumps ⋮ Local lower norm estimates for dyadic maximal operators and related Bellman functions ⋮ The foundational inequalities of D. L. Burkholder and some of their ramifications ⋮ A sharp maximal inequality for one-dimensional Dunkl martingales ⋮ Sharp weak type inequalities for the dyadic maximal operator ⋮ Dyadic-like maximal operators on integrable functions and Bellman functions related to Kolmogorov’s inequality ⋮ Sharp maximal inequalities for stochastic processes ⋮ On weak type inequalities for dyadic maximal functions ⋮ Sharp Lorentz estimates for dyadic-like maximal operators and related Bellman functions ⋮ Sharp \(L^p\)-bounds for the martingale maximal function ⋮ Sharp general local estimates for dyadic-like maximal operators and related Bellman functions ⋮ An alternative approach to sharp $L^1$ estimates for the dyadic maximal operator ⋮ The Bellman functions of dyadic-like maximal operators and related inequalities ⋮ Sharp maximal bound for continuous martingales ⋮ A sharp integral rearrangement inequality for the dyadic maximal operator and applications ⋮ An eigenfunction stability estimate for approximate extremals of the Bellman function for the dyadic maximal operator on 𝐿^{𝑝} ⋮ On Doob's maximal inequality for Brownian motion ⋮ Sharp local lower 𝐿^{𝑝}-bounds for Dyadic-like maximal operators

Cites Work

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• Boundary value problems and sharp inequalities for martingale transforms
• Distribution function inequalities for martingales
• On the \(L^p\) norms of stochastic integrals and other martingales
• Martingale Transforms
• On the Distribution of Maxima of Martingale
• Martingale Integrals

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