Note on a Square Function Inequality
Work
Year: 1979
Type: article
Abstract: Let $X$ be an $L_p$ martingale, $3 \leqslant p < \infty$. Let $M = \sup|X_k|$ and $V^2 = \Sigma(X_k - X_{k-1})^2$. We show that $\|X\|_p \leqslant (p - 1)\|V\|_p$ and, consequently, that $\|M\|_p \leq... more
Source: The Annals of Probability
Author A. O. Pittenger
Cites:
Cited by: 11
Related to: 10
FWCI:
Citation percentile (by year/subfield): 67.58
Subfield: Applied Mathematics
Field: Mathematics
Domain: Physical Sciences
Sustainable Development Goal No poverty
Open Access status: bronze