{"title":"BMO鞅的尖锐极大估计","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":0,"journal":{"name":"","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2015-10-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"11","resultStr":"{\"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\":0,\"journal\":{\"name\":\"\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":0.0,\"publicationDate\":\"2015-10-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"11\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.18910/57684\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.18910/57684","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
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.