Some sharp inequalities for martingale transforms
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- by K. P. Choi
- Trans. Amer. Math. Soc. 307 (1988), 279-300
- DOI: https://doi.org/10.1090/S0002-9947-1988-0936817-3
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Abstract:
Two sharp inequalities for martingale transforms are proved. These results extend some earlier work of Burkholder. The inequalities are then extended to stochastic integrals and differentially subordinate martingales.References
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Bibliographic Information
- © Copyright 1988 American Mathematical Society
- Journal: Trans. Amer. Math. Soc. 307 (1988), 279-300
- MSC: Primary 60H05; Secondary 60G42, 60G46
- DOI: https://doi.org/10.1090/S0002-9947-1988-0936817-3
- MathSciNet review: 936817