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Distribution of martingales with bounded square functions. / Stolyarov, Dmitriy M.; Vasyunin, Vasily; Zatitskiy, Pavel; Zlotnikov, Ilya.

In: Comptes Rendus Mathematique, Vol. 357, No. 8, 2019, p. 671-675.

Research output: Contribution to journal › Article › peer-review

Harvard

Stolyarov, DM, Vasyunin, V, Zatitskiy, P & Zlotnikov, I 2019, 'Distribution of martingales with bounded square functions', Comptes Rendus Mathematique, vol. 357, no. 8, pp. 671-675. https://doi.org/10.1016/j.crma.2019.08.003

APA

Stolyarov, D. M., Vasyunin, V., Zatitskiy, P., & Zlotnikov, I. (2019). Distribution of martingales with bounded square functions. Comptes Rendus Mathematique, 357(8), 671-675. https://doi.org/10.1016/j.crma.2019.08.003

Vancouver

Stolyarov DM, Vasyunin V, Zatitskiy P, Zlotnikov I. Distribution of martingales with bounded square functions. Comptes Rendus Mathematique. 2019;357(8):671-675. https://doi.org/10.1016/j.crma.2019.08.003

Author

Stolyarov, Dmitriy M. ; Vasyunin, Vasily ; Zatitskiy, Pavel ; Zlotnikov, Ilya. / Distribution of martingales with bounded square functions. In: Comptes Rendus Mathematique. 2019 ; Vol. 357, No. 8. pp. 671-675.

BibTeX

@article{d882d3f3b5ec430b89b155d06cc5ccb2,
title = "Distribution of martingales with bounded square functions",
abstract = "We study the terminate distribution of a martingale whose square function is bounded. We obtain sharp estimates for the exponential and p-moments, as well as for the distribution function itself. The proofs are based on the elaboration of the Burkholder method and on the investigation of certain locally concave functions.",
keywords = "INEQUALITIES",
author = "Stolyarov, {Dmitriy M.} and Vasily Vasyunin and Pavel Zatitskiy and Ilya Zlotnikov",
year = "2019",
doi = "10.1016/j.crma.2019.08.003",
language = "English",
volume = "357",
pages = "671--675",
journal = "Comptes Rendus Mathematique",
issn = "1631-073X",
publisher = "Elsevier",
number = "8",

}

RIS

TY - JOUR

T1 - Distribution of martingales with bounded square functions

AU - Stolyarov, Dmitriy M.

AU - Vasyunin, Vasily

AU - Zatitskiy, Pavel

AU - Zlotnikov, Ilya

PY - 2019

Y1 - 2019

N2 - We study the terminate distribution of a martingale whose square function is bounded. We obtain sharp estimates for the exponential and p-moments, as well as for the distribution function itself. The proofs are based on the elaboration of the Burkholder method and on the investigation of certain locally concave functions.

AB - We study the terminate distribution of a martingale whose square function is bounded. We obtain sharp estimates for the exponential and p-moments, as well as for the distribution function itself. The proofs are based on the elaboration of the Burkholder method and on the investigation of certain locally concave functions.

KW - INEQUALITIES

UR - http://www.scopus.com/inward/record.url?scp=85072286221&partnerID=8YFLogxK

U2 - 10.1016/j.crma.2019.08.003

DO - 10.1016/j.crma.2019.08.003

M3 - Article

AN - SCOPUS:85072286221

VL - 357

SP - 671

EP - 675

JO - Comptes Rendus Mathematique

JF - Comptes Rendus Mathematique

SN - 1631-073X

IS - 8

ER -

ID: 49816084