Some inequalities for \(p\)-variations of martingales.

DOI10.1016/j.spa.2003.09.010zbMath1075.60039MaRDI QIDQ2574624

Ming Fan

Publication date: 29 November 2005

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2003.09.010

zbMATH Keywords

rearrangement invariant spaces; martingale inequalities

Mathematics Subject Classification ID

60E15: Inequalities; stochastic orderings

60G42: Martingales with discrete parameter

46E30: Spaces of measurable functions ((L^p)-spaces, Orlicz spaces, Köthe function spaces, Lorentz spaces, rearrangement invariant spaces, ideal spaces, etc.)

60G46: Martingales and classical analysis

Cites Work

• Martingale inequalities in rearrangement invariant function spaces
• Upper bounds for the \(L_ p\)-norms of martingales
• Sharp inequalities for the conditional square function of a martingale
• Distribution function inequalities for martingales
• Commutators in real interpolation with quasi-power parameters
• Best constants in martingale version of Rosenthal's inequality
• On the subspaces of \(L^p\) \((p > 2)\) spanned by sequences of independent random variables
• Extrapolation and interpolation of quasi-linear operators on martingales
• Martingale operators and Hardy spaces generated by them
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