Some Orlicz-norm inequalities for martingales

DOI10.1016/j.spl.2009.01.013zbMath1172.60011OpenAlexW1965061809MaRDI QIDQ1017823

Yan Bo Ren

Publication date: 12 May 2009

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2009.01.013

zbMATH Keywords

Young functionBurkholder-Davis-Gundy inequalitymartingale inequalitiesOrlicz norms

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42)

Related Items (5)

Martingale Orlicz-Hardy spaces ⋮ Martingale transforms between martingale Hardy-Amalgam spaces ⋮ Weak Orlicz–Hardy martingale spaces ⋮ Martingale Morrey-Campanato spaces and fractional integrals ⋮ Martingale Musielak-Orlicz Hardy spaces

Cites Work

• Distribution function inequalities for martingales
• Martingale Hardy spaces and their applications in Fourier analysis
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