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{c}
{title2=$L^p$}
{wiki=Doob's_martingale_inequality}

For $p>1$ and a martingale $(M_k)_{k\leq n}$,
$$
\left\|\max_{k\leq n}|M_k|\right\|_p
\leq\frac p{p-1}\|M_n\|_p.
$$


Doob Lp maximal inequality

Past exam of the mathematics course of the University of Cambridge / 2022 / iii / Paper 201 / 2 / b / Solution

Doob Lp maximal inequality ( $L^{p}$ )

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Doob Lp maximal inequality (Lp)

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