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Doob decomposition and Burkholder inequalities

Part of the Lecture Notes in Mathematics book series (SEMPROBAB,volume 258)

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References

  1. D. L. Burkholder: Martingale Transforms, Ann. Math. Stat. 37 (1966), 1494–1504.

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  2. R. F. Gundy: A decomposition for L’-bounded martingales, Ann. Math. Stat. 39 (1968), 134–138.

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  3. Luis Baez-Duarte: On the convergence of Martingale transforms, Z. Wahrscheinlichkeitstheorie und Verw. Gebiete 19 (1971), 319–322.

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  4. P. A. Meyer: Probability and Potentials, Blaisdell (1966).

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© 1972 Springer-Verlag

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Rao, M. (1972). Doob decomposition and Burkholder inequalities. In: Séminaire de Probabilités VI Université de Strasbourg. Lecture Notes in Mathematics, vol 258. Springer, Berlin, Heidelberg . https://doi.org/10.1007/BFb0059477

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  • DOI: https://doi.org/10.1007/BFb0059477

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-05773-4

  • Online ISBN: 978-3-540-37183-0

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