Sharp maximal inequality for nonnegative martingales
type: Item
instance of: scholarly article
title: Sharp maximal inequality for nonnegative martingales
zbMATH Open document ID: 1227.60058
published in: Statistics \& Probability Letters
publication date: 2011-11-15T00:00:00Z
Mathematics Subject Classification ID: 60G44
Mathematics Subject Classification ID: 60G42
zbMATH DE Number: 5971817
zbMATH Keywords: martingale
zbMATH Keywords: maximal function
zbMATH Keywords: stochastic integral
zbMATH Keywords: martingale transform
author: Adam Osȩkowski
MaRDI profile type: Publication
full work available at URL: j.spl.2011.08.009
OpenAlex ID: W2046214004
cites work: Stochastic integration and \(L^ p-\)theory of semimartingales
cites work: Q3973695
cites work: Q4373516
cites work: Sharp maximal inequality for stochastic integrals
DOI: 10.1016/J.SPL.2011.08.009
description: scientific article; zbMATH DE number 5971817