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Results: 1 to 10 of 10 found      Go to page: 1

[1] Boris Buchmann, Ross A. Maller and David M. Mason. Laws of the iterated logarithm for self-normalised L\'evy processes at zero. Trans. Amer. Math. Soc. 367 (2015) 1737-1770.
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[2] Adam Osȩkowski. On the best constants in the weak type inequalities for re-expansion operator and Hilbert transform. Trans. Amer. Math. Soc. 364 (2012) 4303-4322.
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[3] Vladimir Kurenok. A note on $L_2$-estimates for stable integrals with drift. Trans. Amer. Math. Soc. 360 (2008) 925-938. MR 2346477.
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[4] Sergio Albeverio, Yeneng Sun and Jiang-Lun Wu. Martingale property of empirical processes. Trans. Amer. Math. Soc. 359 (2007) 517-527. MR 2255184.
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[5] Jiyeon Suh. A sharp weak type $(p,p)$ inequality $(p>2)$ for martingale transforms and other subordinate martingales. Trans. Amer. Math. Soc. 357 (2005) 1545-1564. MR 2115376.
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[6] Donald L. Burkholder. The best constant in the Davis inequality for the expectation of the martingale square function. Trans. Amer. Math. Soc. 354 (2002) 91-105. MR 1859027.
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[7] Y. Kwon and R. J. Williams. Reflected Brownian motion in a cone with radially homogeneous reflection field . Trans. Amer. Math. Soc. 327 (1991) 739-780. MR 1028760.
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[8] Rodrigo Bañuelos. Martingale transforms and related singular integrals . Trans. Amer. Math. Soc. 293 (1986) 547-563. MR 816309.
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[9] Edwin Perkins. On the construction and distribution of a local martingale with a given absolute value . Trans. Amer. Math. Soc. 271 (1982) 261-281. MR 648092.
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[10] Kenneth A. Astbury. The order convergence of martingales indexed by directed sets . Trans. Amer. Math. Soc. 265 (1981) 495-510. MR 610961.
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Results: 1 to 10 of 10 found      Go to page: 1