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Sharp inequality for bounded submartingales and their differential subordinates

   
@article{ECP1433,
	author = {Adam Osekowski},
	title = {Sharp inequality for bounded submartingales and their differential subordinates},
	journal = {Electron. Commun. Probab.},
	fjournal = {Electronic Communications in Probability},
	volume = {13},
	year = {2008},
	keywords = {Martingale; submartingale; distribution function; tail inequality; differential subordination; conditional differential subordination},
	abstract = {Let $\alpha$ be a fixed number from the interval $[0,1]$. We obtain the sharp  probability bounds for the maximal function of the process which is $\alpha$-differentially subordinate to a bounded submartingale. This generalizes the previous results of Burkholder and Hammack.},
	pages = {no. 61, 660-675},
	issn = {1083-589X},
	doi = {10.1214/ECP.v13-1433},    
        url = {http://ecp.ejpecp.org/article/view/1433}}