Mathematical Inequalities & Applications · Volume 17, Issue 4

Functional equations and sharp weak-type inequalities for the martingale square function

17-110 Pages 1499-1513 DOI 10.7153/mia-17-110

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Authors

Adam Osȩkowski

Keywords

martingale square function optimal stopping free-boundary problem

Subject classes

60G40 60G42 35R35 45G10