| Título: | Sharp inequality for bounded submartingales and their differential subordinates |
| Autores: | Osekowski, Adam; University of Warsaw |
| Fecha: | 2008-01-01 |
| Publicador: | Electronic communications in probability |
| Fuente: |
 |
| Tipo: |
Peer-reviewed Article |
| Tema: |
Martingale; submartingale; distribution function; tail inequality; differential subordination; conditional differential subordination Primary: 60G42; Secondary: 60G46 |
| Descripción: | Let $\alpha$ be a fixed number from the interval $[0,1]$. We obtain the sharp probability bounds for the maximal function of the process which is $\alpha$-differentially subordinate to a bounded submartingale. This generalizes the previous results of Burkholder and Hammack. |
| Idioma: | No aplica |
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