{"title":"Sharp maximal estimates for BMO martingales","authors":"A. Osȩkowski","doi":"10.18910/57684","DOIUrl":null,"url":null,"abstract":"We introduce a method which can be used to study maximal inequalities for martingales of bounded mean oscillation. As an application, we establish sharp Φ-inequalities and tail inequalities for the one-sided maximal function of a BMO martingale. The results can be regarded as BMO counterparts of the classical maximal estimates of Doob.","PeriodicalId":54660,"journal":{"name":"Osaka Journal of Mathematics","volume":"52 1","pages":"1125-1142"},"PeriodicalIF":0.5000,"publicationDate":"2015-10-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"11","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Osaka Journal of Mathematics","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.18910/57684","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"MATHEMATICS","Score":null,"Total":0}
引用次数: 11
Abstract
We introduce a method which can be used to study maximal inequalities for martingales of bounded mean oscillation. As an application, we establish sharp Φ-inequalities and tail inequalities for the one-sided maximal function of a BMO martingale. The results can be regarded as BMO counterparts of the classical maximal estimates of Doob.
期刊介绍:
Osaka Journal of Mathematics is published quarterly by the joint editorship of the Department of Mathematics, Graduate School of Science, Osaka University, and the Department of Mathematics, Faculty of Science, Osaka City University and the Department of Pure and Applied Mathematics, Graduate School of Information Science and Technology, Osaka University with the cooperation of the Department of Mathematical Sciences, Faculty of Engineering Science, Osaka University. The Journal is devoted entirely to the publication of original works in pure and applied mathematics.