Distribution Function Inequalities for Martingales

D. L. Burkholder

doi:10.1214/aop/1176997023

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Home > Journals > Ann. Probab. > Volume 1 > Issue 1 > Article

February, 1973 Distribution Function Inequalities for Martingales

D. L. Burkholder

Ann. Probab. 1(1): 19-42 (February, 1973). DOI: 10.1214/aop/1176997023

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Abstract

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.

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D. L. Burkholder. "Distribution Function Inequalities for Martingales." Ann. Probab. 1 (1) 19 - 42, February, 1973. https://doi.org/10.1214/aop/1176997023

Information

Published: February, 1973

First available in Project Euclid: 19 April 2007

zbMATH: 0301.60035

MathSciNet: MR365692

Digital Object Identifier: 10.1214/aop/1176997023

Subjects:

Primary: 60G45

Secondary: 31A05 , 31B05 , 60H05

Keywords: $\phi inequality , Brownian motion , distribution function inequality , Harmonic function , Ito integral , martingale , maximal function , Quadratic Variation , square function , stopping time

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