Some sharp inequalities for martingale transforms-Reference-Cited by-同舟云学术

Some sharp inequalities for martingale transforms

Published:1988 Issue:1 Volume:307 Page:279-300
ISSN:0002-9947
Container-title:Transactions of the American Mathematical Society
language:en
Short-container-title:Trans. Amer. Math. Soc.

Author:

Choi K. P.

Abstract

Two sharp inequalities for martingale transforms are proved. These results extend some earlier work of Burkholder. The inequalities are then extended to stochastic integrals and differentially subordinate martingales.

Publisher

American Mathematical Society (AMS)

Subject

Applied Mathematics,General Mathematics

Link

http://www.ams.org/tran/1988-307-01/S0002-9947-1988-0936817-3/S0002-9947-1988-0936817-3.pdf

Reference6 articles.

1. Martingale transforms;Burkholder, D. L.;Ann. Math. Statist.,1966

2. A geometrical characterization of Banach spaces in which martingale difference sequences are unconditional;Burkholder, D. L.;Ann. Probab.,1981

3. Boundary value problems and sharp inequalities for martingale transforms;Burkholder, D. L.;Ann. Probab.,1984

4. An extension of a classical martingale inequality;Burkholder, Donald L.,1986

5. Regularity properties of certain families of chance variables;Doob, J. L.;Trans. Amer. Math. Soc.,1940

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