Some Orlicz-norm inequalities for martingales (Q1017823)
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| Language | Label | Description | Also known as |
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| English | Some Orlicz-norm inequalities for martingales |
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Some Orlicz-norm inequalities for martingales (English)
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12 May 2009
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Some inequalities, such as the Burkholder-Davis-Gundy inequality, are proved for martingale Hardy Orlicz norms. The results and proofs for martingale Hardy norms can be found in [\textit{F. Weisz}, Martingale Hardy spaces and their applications in Fourier analysis. Lecture Notes in Mathematics. 1568. Berlin: Springer-Verlag (1994; Zbl 0796.60049)].
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martingale inequalities
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Burkholder-Davis-Gundy inequality
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Young function
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Orlicz norms
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