Sharp maximal inequality for nonnegative martingales

DOI10.1016/j.spl.2011.08.009zbMath1227.60058OpenAlexW2046214004MaRDI QIDQ645455

Adam Osȩkowski

Publication date: 15 November 2011

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2011.08.009

zbMATH Keywords

maximal functionmartingalestochastic integralmartingale transform

Mathematics Subject Classification ID

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

Related Items

Doob-Type Estimates for Differentially Subordinated Martingales

Cites Work

• Stochastic integration and \(L^ p-\)theory of semimartingales
• Sharp maximal inequality for stochastic integrals
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