Explorations in martingale theory and its applications. Burkholder, D. L. In École d'Été de Probabilités de Saint-Flour XIX–-1989, volume 1464, of Lecture Notes in Math., pages 1–66. Springer, Berlin, 1991.
Explorations in martingale theory and its applications [link]Paper  doi  bibtex   
@incollection{MR1108183,
	Author = {Burkholder, Donald L.},
	Booktitle = {\'{E}cole d'\'{E}t\'{e} de {P}robabilit\'{e}s de {S}aint-{F}lour {XIX}---1989},
	Date-Added = {2018-11-27 11:29:11 -0600},
	Date-Modified = {2018-11-27 11:29:11 -0600},
	Doi = {10.1007/BFb0085167},
	Mrclass = {60G42},
	Mrnumber = {1108183},
	Mrreviewer = {Terry R. McConnell},
	Pages = {1--66},
	Publisher = {Springer, Berlin},
	Series = {Lecture Notes in Math.},
	Title = {Explorations in martingale theory and its applications},
	Url = {https://doi.org/10.1007/BFb0085167},
	Volume = {1464},
	Year = {1991},
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