Characterization of Banach function spaces that preserve the Burkholder square-function inequality (Q1409647)
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English | Characterization of Banach function spaces that preserve the Burkholder square-function inequality |
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Characterization of Banach function spaces that preserve the Burkholder square-function inequality (English)
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16 October 2003
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The author considers Banach function space \(X\) over a nonatomic probability space. It is proved that the quadratic function of the uniformly integrable martingale \(f\) is equivalent to \(\lim_{n\to \infty}f_n \) if and only if the space \(X\) is rearrangement-invariant and can be renormed with an equivalent rearrangement-invariant norm satisfying some restrictions on its Boyd indices.
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Burkholder square-function inequality
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uniformly integrable martingale
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Shimogaki theorem
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