Journal of applied mathematics & informatics

The Korean Society for Computational and Applied Mathematics (한국전산응용수학회)
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ON BEST CONSTANTS IN SOME MARTINGALE INEQUALITIES

  • Mok, Jin-Sik (Department of Mathematics Sun Moon University)
  • Published : 1994.09.01

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Abstract

The goal of this paper is to obtain some information on the best con-stants in some weak-type inequalities an X-valued martingale and its transform by a real predictable sequence uniformly bounded in absolute value by one.

Keywords