Let (Xn)n∈N be a (Fn)n∈N-supermartingale; for k∈N let Xk=0≤n≤ksupXn, Xk=0≤n≤kinfXn, X∗=n∈Nsup∣Xn∣let λ>0 then 1. λP(Xk≥λ)≤E[X0]+E[Xk−] 2. λP(Xk≤−λ)≤E[Xk−] 3. λP(X∗≥λ)≤3∥X∥1where ∥Xn∥p=n∈NsupE[∣Xn∣p]p1 (1≤p<∞) 4. If (Xn)n∈N is (Fn)n∈N-martingale, then λpP(X∗≥λ)≤(∥X∥p)p