DOI

We provide sharp bounds for the exponential moments and p-moments, 1 ≤ p≤ 2 , of the terminate distribution of a martingale whose square function is uniformly bounded by one. We introduce a Bellman function for the corresponding extremal problem and reduce it to the already known Bellman function on BMO ([0 , 1]). In the case of tail estimates, a similar reduction does not work exactly, so we come up with a fine supersolution that leads to sharp tail estimates.

Язык оригиналаанглийский
Страницы (с-по)181-217
Число страниц37
ЖурналMathematische Zeitschrift
Том302
Номер выпуска1
DOI
СостояниеОпубликовано - 1 сен 2022

    Предметные области Scopus

  • Математика (все)

ID: 99965297