Burkholder inequality by Bregman divergence
Volume 70 / 2022
Bulletin Polish Acad. Sci. Math. 70 (2022), 83-92
MSC: Primary 60G42; Secondary 39B62.
DOI: 10.4064/ba220304-12-4
Published online: 20 April 2022
Abstract
We prove the Burkholder inequality using Bregman divergence.