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Martingale inequalities

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Part of the Lecture Notes in Mathematics book series (LNM,volume 190)

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References

  1. BURKHOLDER, D.L. Maximal inequalities as necessary conditions for almost everywhere convergence. Z. Wahrscheinlichkeitstheorie 3 (1964), 75–88

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  2. BURKHOLDER, D.L. and GUNDY, R.F. Extrapolation and interpolation of quasi-linear operators on martingales. Acta Mathematica 124 (1970), 249–304

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  3. BURKHOLDER, D.L., DAVIS, B.J., and GUNDY, R.F. Proc. Sixth Berkeley Symp. to appear.

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  4. DAVIS, B.J. On the integrability of the martingale square function. Israel j. Math. to appear.

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  5. DOLÉANS, Catherine Variation quadratique des martingales continues à droite. Ann. Math. Statist 40 (1969) 284–289

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  6. MILLAR, P.W. Martingales with independent increments. Ann. Math. Statist. 40 (1969), 1033–1041.

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© 1971 Springer-Verlag

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Burkholder, D.L. (1971). Martingale inequalities. In: Dinges, H. (eds) Martingales. Lecture Notes in Mathematics, vol 190. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0065884

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  • DOI: https://doi.org/10.1007/BFb0065884

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-05396-5

  • Online ISBN: 978-3-540-36515-0

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