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.
Publié le : 1973-02-14
Classification:
Martingale,
stopping time,
maximal function,
square function,
quadratic variation,
Brownian motion,
Ito integral,
harmonic function,
distribution function inequality,
$\phi inequality,
60G45,
60H05,
31A05,
31B05
@article{1176997023,
author = {Burkholder, D. L.},
title = {Distribution Function Inequalities for Martingales},
journal = {Ann. Probab.},
volume = {1},
number = {5},
year = {1973},
pages = { 19-42},
language = {en},
url = {http://dml.mathdoc.fr/item/1176997023}
}
Burkholder, D. L. Distribution Function Inequalities for Martingales. Ann. Probab., Tome 1 (1973) no. 5, pp. 19-42. http://gdmltest.u-ga.fr/item/1176997023/