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References
D. L. Burkholder: Martingale Transforms, Ann. Math. Stat. 37 (1966), 1494–1504.
R. F. Gundy: A decomposition for L’-bounded martingales, Ann. Math. Stat. 39 (1968), 134–138.
Luis Baez-Duarte: On the convergence of Martingale transforms, Z. Wahrscheinlichkeitstheorie und Verw. Gebiete 19 (1971), 319–322.
P. A. Meyer: Probability and Potentials, Blaisdell (1966).
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Rao, M. (1972). Doob decomposition and Burkholder inequalities. In: Séminaire de Probabilités VI Université de Strasbourg. Lecture Notes in Mathematics, vol 258. Springer, Berlin, Heidelberg . https://doi.org/10.1007/BFb0059477
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DOI: https://doi.org/10.1007/BFb0059477
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