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Sharp inequality for bounded submartingales and their differential subordinates


 
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1. Title Title of document Sharp inequality for bounded submartingales and their differential subordinates
 
2. Creator Author's name, affiliation, country Adam Osekowski; University of Warsaw
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) Martingale; submartingale; distribution function; tail inequality; differential subordination; conditional differential subordination
 
3. Subject Subject classification Primary: 60G42; Secondary: 60G46
 
4. Description 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.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s) Partially supported by MEiN Grant 1 PO3A 012 29
 
7. Date (YYYY-MM-DD) 2008-12-19
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ecp.ejpecp.org/article/view/1433
 
10. Identifier Digital Object Identifier 10.1214/ECP.v13-1433
 
11. Source Journal/conference title; vol., no. (year) Electronic Communications in Probability; Vol 13
 
12. Language English=en
 
14. Coverage Geo-spatial location, chronological period, research sample (gender, age, etc.)
 
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