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