Burkholder inequalities in Riesz spaces (Q2406391)

The classical Burkholder inequality on the real line \(\mathbb{R}\) shows that, for \(p>1\), the \(L_p\)-norm of a martingale is comparable to the \(L_p\)-norm of its square function. The present article offers a version of the Burkholder inequality for martingales defined on a Dedekind complete Riesz space. For the proof, the authors extend several notions which are absolutely standard on \(\mathbb{R}\) (for instance, the Riemann integral) to the highly nontrivial setting of Riesz spaces.