Abstract
Let dμ=ϕdν be a complex valued measure where ν is a non-negative measure and ϕ is a complex valued function which satisfiesb + p orb +∞ ⊂a 1 condition. We prove some basic martingale inequalities such as B-G inequalities, weak (p, p) and strong (p, p) type inequalities for Banach space valued martingale with respect to complex measure μ.
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Supported by the National Natural Science Foundation of China
Hou Youliang: born in 1956, Ph. D
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Youliang, H., Wenzhan, W. Banach space valued martingales with respect to complex measure and their inequalities. Wuhan Univ. J. Nat. Sci. 3, 283–287 (1998). https://doi.org/10.1007/BF02829975
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DOI: https://doi.org/10.1007/BF02829975