-moment martingale inequalities on Lorentz spaces with variable exponents

DOI10.1007/S43037-022-00237-YOpenAlexW4311534369MaRDI QIDQ2108543FDOQ2108543

Authors: Zhiwei Hao, Anming Yang, Li-Bo Li 

Publication date: 19 December 2022

Published in: Banach Journal of Mathematical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s43037-022-00237-y

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zbMATH Keywords

martingaleatomic decomposition\(\Phi\)-moment inequalityLorentz space with variable exponent

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Spaces of measurable functions ((L^p)-spaces, Orlicz spaces, Köthe function spaces, Lorentz spaces, rearrangement invariant spaces, ideal spaces, etc.) (46E30) Martingales and classical analysis (60G46)

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Cited In (6)

• Some new \(\Phi \)-moment martingale inequalities associated with concave functions
• Real interpolation for variable martingale Hardy-Lorentz-Karamata spaces
• Martingale inequalities in Orlicz-Karamata modular spaces
• \(\Phi\)-moment \(\mathbf{B}\)-valued martingale inequalities on Lorentz spaces
• A generalization of \(\varPhi\)-moment martingale inequalities
• On theФ-variation of stochastic processes with exponential moments

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