Distribution Function Inequalities for Martingales

D. L. Burkholder

Type: Article

Publication Date: 1973-02-01

Citations: 838

DOI: https://doi.org/10.1214/aop/1176997023

Abstract

This is a guide to some recent work in the theory of martingale inequalities. Methods are simplified; some new proofs are given. A number of new results are also included.

Locations

The Annals of Probability - View - PDF

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