A sharp inequality for martingales and its applications

LI Bai-nian, Kongsheng Zhang, Libin Wu

Type: Article

Publication Date: 2011-04-12

Citations: 0

DOI: https://doi.org/10.1016/j.spl.2011.03.026

Similar Works

Action	Title	Year	Authors
+	A Sharp Inequality for Martingale Transforms	2011	Burgess Davis Renming Song
+	Inequalities for Martingales	2012
+	Inequalities for Martingales	2016
+	A NOTE ON THE MARTINGALE INEQUALITY	2006	Yu Miao
+	Sharp Martingale and Semimartingale Inequalities	2012	Adam Osȩkowski
+	An Extension of a Classical Martingale Inequality	2011	Burgess Davis Renming Song
+	A weak-type inequality for the martingale square function	2014	Adam Osȩkowski
+	Sharp weighted inequalities for martingales	2021	Michał Brzozowski
+	A martingale inequality and large deviations	2003	Yulin Li
+	Method of Moments and Sharp Inequalities for Martingales	2017	Adam Osȩkowski
+	Sharp maximal bound for continuous martingales	2010	Adam Osȩkowski
+ PDF Chat	A local time inequality for martingales	1983	Saul Jacka
+	Martingale inequalities	1971	D. L. Burkholder
+	Martingale Convergence Theorems and Their Applications	2007
+	Sharp inequalities for martingales with applications to the Beurling-Ahlfors and Riesz transforms	1995	Rodrigo Bañuelos Gang Wang
+	A Martingale System Theorem and Applications	1985	Y. S. Chow Herbert Robbins
+	Shorter Notes: A Proof of the Martingale Convergence Theorem	1965	Richard Isaac
+	A note on the rate of convergence in the strong law of large numbers for martingales	2011	George Stoica
+	Inequalities for Time-Continuous Martingales	2021
+ PDF Chat	Bernstein's inequality for martingales	1970	William Steiger

Action	Title	Year	Authors

Action	Title	Year	Authors
+	Large Deviations for Some Dependent Sequences	2008	Shuhe Hu Wang Xue-jun
+	On the best constant in Marcinkiewicz–Zygmund inequality	2001	Ren Yao-feng Han‐Ying Liang
+ PDF Chat	Bounds on Moments of Certain Random Variables	1969	S. W. Dharmadhikari Kumar Jogdeo
+	Dictionary of inequalities	2016	P. S. Bullen
+	A martingale inequality and large deviations	2003	Yulin Li