SHARP INEQUALITY FOR MARTINGALE TRANSFORMS

被引:26
作者
BURKHOLDER, DL
机构
关键词
D O I
10.1214/aop/1176994944
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
引用
收藏
页码:858 / 863
页数:6
相关论文
共 16 条
[1]   MARTINGALE TRANSFORMS [J].
BURKHOLD.DL .
ANNALS OF MATHEMATICAL STATISTICS, 1966, 37 (06) :1494-&
[2]   EXTRAPOLATION AND INTERPOLATION OF QUASI-LINEAR OPERATORS ON MARTINGALES [J].
BURKHOLDER, DL ;
GUNDY, RF .
ACTA MATHEMATICA UPPSALA, 1970, 124 (3-4) :249-+
[3]   DISTRIBUTION FUNCTION INEQUALITIES FOR MARTINGALES [J].
BURKHOLDER, DL .
ANNALS OF PROBABILITY, 1973, 1 (01) :19-42
[4]   LP NORMS OF STOCHASTIC INTEGRALS AND OTHER MARTINGALES [J].
DAVIS, B .
DUKE MATHEMATICAL JOURNAL, 1976, 43 (04) :697-704
[5]   A COMPARISON TEST FOR MARTINGALE INEQUALITIES [J].
DAVIS, B .
ANNALS OF MATHEMATICAL STATISTICS, 1969, 40 (02) :505-&
[6]   ON A THEOREM OF SKOROHOD [J].
DUBINS, LE .
ANNALS OF MATHEMATICAL STATISTICS, 1968, 39 (06) :2094-&
[7]  
Gaposhkin VF, 1974, MATH NOTES, V15, P108
[8]  
Garsia A, 1973, MARTINGALE INEQUALIT
[9]   EQUIVALENT TO MARTINGALE SQUARE FUNCTION INEQUALITY [J].
GORDON, L .
ANNALS OF MATHEMATICAL STATISTICS, 1972, 43 (06) :1927-1934
[10]   A DECOMPOSITION FOR L1-BOUNDED MARTINGALES [J].
GUNDY, RF .
ANNALS OF MATHEMATICAL STATISTICS, 1968, 39 (01) :134-&