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Martingale inequalities in rearrangement invariant function spaces

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Abstract

The Burkholder-Davis-Gundy equivalence of the square function and maximal function of a martingale is extended to the setting of rearrangement invariant function spaces.

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References

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Authors and Affiliations

  1. Texas A&M University, 77843, College Station, TX, USA

    W. B. Johnson

  2. The Weizmann Institute of Science, Rehovot, Israel

    G. Schechtman

Authors
  1. W. B. Johnson
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  2. G. Schechtman
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Additional information

Supported in part by NSF DMS-8703815 and U.S.-Isreal Binational Science Foundation.

Supported in part by U.S.-Israel Binational Science Foundation.

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Johnson, W.B., Schechtman, G. Martingale inequalities in rearrangement invariant function spaces. Israel J. Math. 64, 267–275 (1988). https://doi.org/10.1007/BF02882423

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  • DOI: https://doi.org/10.1007/BF02882423

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