Hölder's inequalities involving the infinite product and their applications in martingale spaces (Q1677577)
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| Language | Label | Description | Also known as |
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| English | Hölder's inequalities involving the infinite product and their applications in martingale spaces |
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Hölder's inequalities involving the infinite product and their applications in martingale spaces (English)
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10 November 2017
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Doob's maximal operator is generalized for an infinite product of functions and equivalent conditions are given such that this operator is finite on \(L^p\) spaces. Moreover, the generalized Hölder inequality is also proved for an infinite product of functions and an infinite product of conditional expectations.
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martingale
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multisublinear maximal operator
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weighted inequality
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reverse Hölder inequality
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