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Integral inequalities for convex functions of operators on martingales. (English) Zbl 0253.60056

Proc. 6th Berkeley Sympos. math. Statist. Probab., Univ. Calif. 1970, 2, 223-240 (1972).

MSC:

47A30 Norms (inequalities, more than one norm, etc.) of linear operators
60G40 Stopping times; optimal stopping problems; gambling theory
60G50 Sums of independent random variables; random walks