Sharp moment estimates for martingales with uniformly bounded square functions

نویسندگان

چکیده

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

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ژورنال

عنوان ژورنال: Mathematische Zeitschrift

سال: 2022

ISSN: ['1432-1823', '0025-5874']

DOI: https://doi.org/10.1007/s00209-022-03064-x