Martingale inequalities in rearrangement invariant spaces (Q1903848)
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English | Martingale inequalities in rearrangement invariant spaces |
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Martingale inequalities in rearrangement invariant spaces (English)
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18 August 1996
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The authors define/recall the concept of decreasing rearrangement of a function, with the aid of which they define rearrangement invariant spaces and extend the Burkholder-Davis inequalities between moments of the maximal function and the square function, respectively, of a martingale to such spaces.
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rearrangement invariant spaces
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Burkholder-Davis inequalities
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maximal function
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