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