Sharp maximal inequalities for the moments of martingales and non-negative submartingales
From MaRDI portal
Publication:654410
DOI10.3150/10-BEJ314zbMath1253.60057arXiv1201.1089OpenAlexW3099912491MaRDI QIDQ654410
Publication date: 28 December 2011
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1201.1089
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Sharp weak-type inequalities for differentially subordinated martingales
- Sharp llogl inequalities for differentially subordinated martingales and harmonic functions
- Boundary value problems and sharp inequalities for martingale transforms
- Some remarks on Banach spaces in which martingale difference sequences are unconditional
- Lévy processes and Fourier multipliers
- Stochastic integration and \(L^ p-\)theory of semimartingales
- A geometrical characterization of Banach spaces in which martingale difference sequences are unconditional
- Strong differential subordination and stochastic integration
- Differential subordination and strong differential subordination for continuous-time martingales and related sharp inequalities
- Sharp inequalities for the distribution of a stochastic integral in which the integrator is a bounded submartingale
- Sharp inequalities for martingales with applications to the Beurling-Ahlfors and Riesz transforms
- A sharp weak type $(p,p)$ inequality $(p>2)$ for martingale transforms and other subordinate martingales
- Sharp maximal inequality for stochastic integrals
- An Elementary Proof of an Inequality of R. E. A. C. Paley
- A weak-type inequality for differentially subordinate harmonic functions
- A weak-type inequality of subharmonic functions
- A submartingale inequality
- Sharp Norm Inequalities for Martingales and their Differential Subordinates
This page was built for publication: Sharp maximal inequalities for the moments of martingales and non-negative submartingales