Exponential integrability of martingales

DOI10.2989/16073606.2018.1443169zbMath1411.60061OpenAlexW2793411147WikidataQ115488923 ScholiaQ115488923MaRDI QIDQ4632406

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

zbMATH Keywords

maximal functionOrlicz spacesmartingalequadratic variationexponential integrability

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) Function spaces arising in harmonic analysis (42B35) Martingales and classical analysis (60G46)

Related Items

Exponential Rosenthal and Marcinkiewicz - Zygmund inequalities ⋮ Exponential probabilistic inequalities ⋮ Bergman projections, Berezin transforms and Cauchy transform on exponential Orlicz spaces and Lorentz-Zygmund spaces

Cites Work

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• On some inequalities for Doob decompositions in Banach function spaces
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• Exponential probabilistic inequalities
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• Martingale versions of Yano's extrapolation inequalities
• Approximation Numbers and Entropy Numbers of Embeddings of Fractional Besov-sobolev Spaces in Orlicz Spaces
• Norms of embeddings of logarithmic Bessel potential spaces

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