Comparaison des normes \(L^ p\) du processus croissant et de la variable maximale pour les martingales régulières à deux indices. Théoreme local correspondant

DOI10.1214/aop/1176994580zbMath0454.60047OpenAlexW2032641141MaRDI QIDQ1149692

Publication date: 1980

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176994580

zbMATH Keywords

quadratic variation maximal variable two indices regular martingale

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Stochastic integrals (60H05)

Related Items (9)

Some maximal lnequalities with respect to two-parameter dyadic derivative and cesàro summability ⋮ On the equivalence of some rearrangements of the two-parameter Haar system ⋮ APPLICATIONS OF MULTI-PARAMETER MARTINGALES IN FOURIER ANALYSIS ⋮ Littlewood-Paley-Rubio de Francia inequality for the two-parameter Walsh system ⋮ On inequalities for two-parameter martingales ⋮ The boundedness of the two-parameter Sunouchi operators on Hardy spaces ⋮ Absolutely summing operators and atomic decomposition in bi-parameter Hardy spaces ⋮ Inequalities and duality results with respect to two-parameter strong martingales ⋮ A biparameter decomposition of Davis–Garsia type

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