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Home> Journals> Ann. Probab.> Volume 1> Issue 1>Article
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February, 1973Distribution Function Inequalities for Martingales
D. L. Burkholder
Ann. Probab.1(1):19-42(February, 1973).DOI: 10.1214/aop/1176997023
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Abstract

This is a guide to some recent work in the theory of martingale inequalities. Methods are simplified; some new proofs are given. A number of new results are also included.

Citation

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D. L. Burkholder."Distribution Function Inequalities for Martingales."Ann. Probab.1(1)19 - 42,February, 1973.https://doi.org/10.1214/aop/1176997023

Information

Published: February, 1973
First available in Project Euclid: 19 April 2007

zbMATH:0301.60035
MathSciNet:MR365692
Digital Object Identifier: 10.1214/aop/1176997023

Subjects:
Primary: 60G45
Secondary: 31A05, 31B05, 60H05

Keywords: $\phi inequality, Brownian motion, distribution function inequality, Harmonic function, Ito integral, martingale, maximal function, Quadratic Variation, square function, stopping time

Rights: Copyright © 1973 Institute of Mathematical Statistics

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Vol.1 • No. 1 • February, 1973
D. L. Burkholder "Distribution Function Inequalities for Martingales," The Annals of Probability, Ann. Probab. 1(1), 19-42, (February, 1973)
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