Note on a square function inequality

DOI10.1214/aop/1176994952zbMath0414.60052OpenAlexW2040033954MaRDI QIDQ599436

Arthur O. Pittenger

Publication date: 1979

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176994952

zbMATH Keywords

maximal functionmartingalesquare function

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Stochastic integrals (60H05)

Related Items

Sharp inequality for martingale maximal functions and stochastic integrals ⋮ Sharp Square-Function Inequalities for Conditionally Symmetric Martingales ⋮ On probability and moment inequalities for supermartingales and martingales ⋮ Sharp maximal inequalities for the martingale square bracket