2 citations · 5 across the 4 of their papers we have counts for
1 paper · 2 filters
Lutz Mattner, Uwe Rösler
The optimal function f satisfying $$ \mathbb{E} |\sum_{1}^n X_i | \ge f(\mathrbb{E}|X_1|,...,\mathbb{E}|X_n|) $$ for every martingale (X1,X1+X2,...,∑i=1nXi) is sho…