Geodesic
Estimation of the Constant in a Burkholder Inequality for Supermartingales and Martingales
Teoriâ veroâtnostej i ee primeneniâ, Tome 53 (2008) no. 1, pp. 172-178

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A Burkholder-type inequality for supermartingales and martingales is proved. The proof reduces to a refinement of the corresponding arguments by S. V. Nagaev, who obtained the inequality with a greater value of the upper bound.
Keywords: expectation, supermartingale, Burkholder inequality
Mots-clés : martingale, moments. 
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     author = {E. L. Presman},
     title = {Estimation of the {Constant} in a {Burkholder} {Inequality} for {Supermartingales} and {Martingales}},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
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     url = {http://geodesic.mathdoc.fr/item/TVP_2008_53_1_a11/}
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E. L. Presman. Estimation of the Constant in a Burkholder Inequality for Supermartingales and Martingales. Teoriâ veroâtnostej i ee primeneniâ, Tome 53 (2008) no. 1, pp. 172-178. http://geodesic.mathdoc.fr/item/TVP_2008_53_1_a11/