Sharp maximal bound for continuous martingales

DOI10.1016/J.SPL.2010.05.005zbMath1203.60045OpenAlexW2148954820MaRDI QIDQ988114

Adam Osȩkowski

Publication date: 26 August 2010

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

Full work available at URL: https://doi.org/10.1016/j.spl.2010.05.005

zbMATH Keywords

martingalemaximal inequalitystochastic integraldifferential subordination

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Martingales with continuous parameter (60G44)

Cites Work

• Unnamed Item
• Unnamed Item
• Sharp weak-type inequalities for differentially subordinated martingales
• Sharp maximal inequality for martingales and stochastic integrals
• Differential subordination and strong differential subordination for continuous-time martingales and related sharp inequalities
• 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
• Sharp Maximal Inequalities for Conditionally Symmetric Martingales and Brownian Motion

This page was built for publication: Sharp maximal bound for continuous martingales