Some inequalities for strong martingales

Nikos E. Frangos; Peter Imkeller

Annales de l'I.H.P. Probabilités et statistiques (1988)

  • Volume: 24, Issue: 3, page 395-402
  • ISSN: 0246-0203

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Frangos, Nikos E., and Imkeller, Peter. "Some inequalities for strong martingales." Annales de l'I.H.P. Probabilités et statistiques 24.3 (1988): 395-402. <http://eudml.org/doc/77332>.

@article{Frangos1988,
author = {Frangos, Nikos E., Imkeller, Peter},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {Walsh's maximal inequality; strong martingales; Fefferman's inequality; Davis' inequality},
language = {eng},
number = {3},
pages = {395-402},
publisher = {Gauthier-Villars},
title = {Some inequalities for strong martingales},
url = {http://eudml.org/doc/77332},
volume = {24},
year = {1988},
}

TY - JOUR
AU - Frangos, Nikos E.
AU - Imkeller, Peter
TI - Some inequalities for strong martingales
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1988
PB - Gauthier-Villars
VL - 24
IS - 3
SP - 395
EP - 402
LA - eng
KW - Walsh's maximal inequality; strong martingales; Fefferman's inequality; Davis' inequality
UR - http://eudml.org/doc/77332
ER -

References

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  1. [1] J. Brossard, Regularité des Martingales à deux indices et inégalités de normes, Lecture Notes in Mathematics, No. 863, 1981, pp. 91-121. Zbl0473.60045MR630308
  2. [2] D.L. Burkholder, Martingale Transforms, Ann. Math. Stat., Vol. 37, 1966, pp. 1494- 1504. Zbl0306.60030MR208647
  3. [3] D.L. Burkholder, A Geometrical Characterization of Banach Spaces in which Martingale Difference Sequences are Unconditional, Ann. Prob., Vol. 9, 1981, pp. 997-1011. Zbl0474.60036MR632972
  4. [4] D.L. Burkholder, An Extension of a Classical Martingale Inequality, in Probability Theory and Harmonic Analysis, J. A. CHAO and W. A. WOYCZYNSKI, Eds., Marcel Dekker, New York, 1985. Zbl0594.60020MR830228
  5. [5] R. Cairoli and J.B. Walsh, Stochastic Integrals in the Plane, Acta Math., Vol. 134, 1975, pp. 111-183. Zbl0334.60026MR420845
  6. [6] C. Dellacherie and P.A. Meyer, Probabilités et Potentiel, Ch. 1-IV, Hermann, Paris, 1980. MR488194
  7. [7] C. Dellacherie and P.A. Meyer, Probabilités et Potentiel, Ch. V-VIII, Hermann, Paris, 1980. Zbl0464.60001MR488194
  8. [8] P. Imkeller, The Structure of Two-parameter Martingales and their Quadratic Variation, Thesis, Univ. München, 1986. 
  9. [9] M. Ledoux, Inégalités de Burkholder pour martingales indexées par N × N, Lecture Notes in Mathematics, No. 863, 1981, pp. 122-127. Zbl0463.60042MR630309
  10. [10] Ju S. Mishura, On Properties of the Quadratic Variation of Two-parameter Strong Martingales, Theor. Probab. and Math. Statist., Vol. 25, 1982, pp. 99-106. Zbl0504.60051
  11. [11] J.B. Walsh, Convergence and Regularity of Multiparameter Strong Martingales, Z. Wahrscheinlichkeitstheorie Verw. Geb., Vol. 46, 1979, pp. 177-192. Zbl0395.60040MR516739

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