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October 2015 Sharp maximal estimates for BMO martingales
Adam Osȩkowski
Osaka J. Math. 52(4): 1125-1143 (October 2015).

Abstract

We introduce a method which can be used to study maximal inequalities for martingales of bounded mean oscillation. As an application, we establish sharp $\Phi$-inequalities and tail inequalities for the one-sided maximal function of a BMO martingale. The results can be regarded as BMO counterparts of the classical maximal estimates of Doob.

Citation

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Adam Osȩkowski. "Sharp maximal estimates for BMO martingales." Osaka J. Math. 52 (4) 1125 - 1143, October 2015.

Information

Published: October 2015
First available in Project Euclid: 18 November 2015

zbMATH: 1331.60074
MathSciNet: MR3426632

Subjects:
Primary: 60G42
Secondary: 60G44

Rights: Copyright © 2015 Osaka University and Osaka City University, Departments of Mathematics

Vol.52 • No. 4 • October 2015
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