Sharp norm comparison of the maxima of a sequence and its predictable projection

DOI10.1016/J.SPL.2009.05.002zbMath1176.60012OpenAlexW2148583463MaRDI QIDQ840791

Adam Osȩkowski

Publication date: 14 September 2009

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

Full work available at URL: https://doi.org/10.1016/j.spl.2009.05.002

zbMATH Keywords

predictable projectionBanach-space-valued random variables

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Foundations of stochastic processes (60G05)

Related Items (3)

Weak type inequalities for conditionally symmetric martingales ⋮ Best constants in the weak type inequalities for a martingale conditional square function ⋮ Sharp \(L^1(\ell^q)\) estimate for a sequence and its predictable projection

Cites Work

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• Sharp inequalities for the conditional square function of a martingale
• Distribution function inequalities for martingales
• A general version of the fundamental theorem of asset pricing
• Embedding L 1 in L 1 /H 1
• Symmetric structures in Banach spaces
• Topics in Harmonic Analysis Related to the Littlewood-Paley Theory. (AM-63)

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