Sharp and strict \(L^{p}\)-inequalities for Hilbert-space-valued orthogonal martingales

DOI10.1214/EJP.v16-865zbMath1226.60063OpenAlexW2163054212MaRDI QIDQ638397

Adam Osȩkowski

Publication date: 9 September 2011

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: http://www.emis.de/journals/EJP-ECP/_ejpecp/viewarticlec6ce.html

zbMATH Keywords

Brownian motionmartingalestochastic integraldifferential subordinationbest constantsmoment inequalityorthogonal martingales

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Martingales with continuous parameter (60G44)

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