On certain martingale inequalities for maximal functions and mean oscillations
DOI:
https://doi.org/10.7146/math.scand.a-15191Abstract
Let X be a Banach function space over a nonatomic probability space. For a uniformly integrable martingale f=(fn) with respect to a filtration F=(Fn), let Mf=supn|fn| and θFf=supnE[|f∞−fn−1|∣Fn]. We give a necessary and sufficient condition on X for the inequality ∥θFf∥X≤C∥Mf∥X to hold.Downloads
Published
2011-12-01
How to Cite
Kikuchi, M., & Kinoshita, Y. (2011). On certain martingale inequalities for maximal functions and mean oscillations. MATHEMATICA SCANDINAVICA, 109(2), 309–319. https://doi.org/10.7146/math.scand.a-15191
Issue
Section
Articles