Sharp maximal \(L^{p}\)-estimates for martingales
type: Item
instance of: scholarly article
title: Sharp maximal \(L^{p}\)-estimates for martingales
zbMATH Open document ID: 1316.60059
author: Rodrigo Bañuelos
author: Adam Osȩkowski
published in: Illinois Journal of Mathematics
publication date: 2015-04-21T00:00:00Z
full work available at URL: https://arxiv.org/abs/1312.5038
full work available at URL: https://projecteuclid.org/euclid.ijm/1427897172
Mathematics Subject Classification ID: 60G44
Mathematics Subject Classification ID: 60G48
Mathematics Subject Classification ID: 60G40
Mathematics Subject Classification ID: 60J65
Mathematics Subject Classification ID: 31B05
zbMATH DE Number: 6428025
zbMATH Keywords: martingales
zbMATH Keywords: supermartingales
zbMATH Keywords: maximal \(L^{p}\)-estimates
zbMATH Keywords: Brownian motion
MaRDI profile type: Publication
arXiv ID: 1312.5038
cites work: One-sided maximal functions and H\(^p\)
cites work: The Best Bound in the L logL Inequality of Hardy and Littlewood and its Martingale Counterpart
cites work: Optimal stopping of the maximum process: The maximality principle
cites work: A stochastic Gronwall lemma
cites work: A comparison theorem on moment inequalities between negatively associated and independent random variables
description: scientific article