Exponential integrability of martingales
DOI10.2989/16073606.2018.1443169zbMATH Open1411.60061OpenAlexW2793411147WikidataQ115488923 ScholiaQ115488923MaRDI QIDQ4632406FDOQ4632406
Authors: Kwok-Pun Ho 
Publication date: 29 April 2019
Published in: Quaestiones Mathematicae (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2989/16073606.2018.1443169
Martingales with discrete parameter (60G42) Function spaces arising in harmonic analysis (42B35) 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)
Cites Work
- Martingale Hardy spaces and their applications in Fourier analysis
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- Exponential probabilistic inequalities
- Approximation Numbers and Entropy Numbers of Embeddings of Fractional Besov-sobolev Spaces in Orlicz Spaces
- Norms of embeddings of logarithmic Bessel potential spaces
- On some inequalities for Doob decompositions in Banach function spaces
- Atomic decompositions, dual spaces and interpolations of martingale Hardy-Lorentz-Karamata spaces
- Martingale versions of Yano's extrapolation inequalities
Cited In (6)
- A note on the exponential \(G\)-martingale
- Uniform integrability of exponential martingales and SDEs
- Exponential tightness of a family of Skorohod integrals
- Exponential Rosenthal and Marcinkiewicz-Zygmund inequalities
- Bergman projections, Berezin transforms and Cauchy transform on exponential Orlicz spaces and Lorentz-Zygmund spaces
- Exponential probabilistic inequalities
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