AbstractA general principle for martingale inequalities is illustrated by deriving ∥M∥p ⩽ [p + (p2 − 2p)12] ∥S∥p for all p ⩾ 2 from the case p = 2 where M is the maximal function of a martingale and S its square function
AbstractGiven a sequence of martingale differences, Burkholder found the sharp constant for the Lp-n...
AbstractExact comparisons are made relating E|Y0|p, E|Yn−1|p, and E(maxj≤n−1 |Yj|p), valid for all m...
J. of lnequal. & Appl., 1997, Vol. 1, pp. 149-164 Reprints available directly from the publisher...
AbstractA general principle for martingale inequalities is illustrated by deriving ∥M∥p ⩽ [p + (p2 −...
Abstract. We determine the optimal constants Cp and C∗p such the following holds: if f is a nonnegat...
We study martingale inequalities from an analytic point of view and show that a general martingale i...
summary:Pointwise interpolation inequalities, in particular, \left\vert\nabla_ku(x)\right\vert\leq c...
AbstractSome known inequalities concerning p-variations and conditional p-variations for discrete pa...
National audienceWe prove, for martingales self-normalized by their increasing process, the upper bo...
International audienceIn these notes, we first give a brief overwiew of martingales methods, from Pa...
AbstractA procedure is given for proving strictness of some sharp, infinite-sequence martingale ineq...
Abstract. In these notes, we first give a brief overwiew of martingales methods, from Paul Lévy (193...
Abstract. Let M, N be real valued martingales such that N is differentially subordinate to M. The pa...
International audienceThe paper is devoted to establishing some general exponential inequalities for...
Abstract: We prove multiplicative interpolation inequalities for the imbeddings of the Sob...
AbstractGiven a sequence of martingale differences, Burkholder found the sharp constant for the Lp-n...
AbstractExact comparisons are made relating E|Y0|p, E|Yn−1|p, and E(maxj≤n−1 |Yj|p), valid for all m...
J. of lnequal. & Appl., 1997, Vol. 1, pp. 149-164 Reprints available directly from the publisher...
AbstractA general principle for martingale inequalities is illustrated by deriving ∥M∥p ⩽ [p + (p2 −...
Abstract. We determine the optimal constants Cp and C∗p such the following holds: if f is a nonnegat...
We study martingale inequalities from an analytic point of view and show that a general martingale i...
summary:Pointwise interpolation inequalities, in particular, \left\vert\nabla_ku(x)\right\vert\leq c...
AbstractSome known inequalities concerning p-variations and conditional p-variations for discrete pa...
National audienceWe prove, for martingales self-normalized by their increasing process, the upper bo...
International audienceIn these notes, we first give a brief overwiew of martingales methods, from Pa...
AbstractA procedure is given for proving strictness of some sharp, infinite-sequence martingale ineq...
Abstract. In these notes, we first give a brief overwiew of martingales methods, from Paul Lévy (193...
Abstract. Let M, N be real valued martingales such that N is differentially subordinate to M. The pa...
International audienceThe paper is devoted to establishing some general exponential inequalities for...
Abstract: We prove multiplicative interpolation inequalities for the imbeddings of the Sob...
AbstractGiven a sequence of martingale differences, Burkholder found the sharp constant for the Lp-n...
AbstractExact comparisons are made relating E|Y0|p, E|Yn−1|p, and E(maxj≤n−1 |Yj|p), valid for all m...
J. of lnequal. & Appl., 1997, Vol. 1, pp. 149-164 Reprints available directly from the publisher...