The equivalence of two conditions for weight functions for martingales (Q1892969)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: The equivalence of two conditions for weight functions for martingales |
scientific article; zbMATH DE number 768784
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The equivalence of two conditions for weight functions for martingales |
scientific article; zbMATH DE number 768784 |
Statements
The equivalence of two conditions for weight functions for martingales (English)
0 references
5 October 1995
0 references
In the framework of real analysis, Muckenhoupt has given a condition for weights which is equivalent to the \(A_ \infty\) condition. The authors state an analogue condition in the setting of continuous martingales, and prove that it is still equivalent to the \(A_ \infty\) condition for martingales. An application is given to some weighted norm inequality.
0 references
martingale
0 references
weight function
0 references
weighted norm inequality
0 references
0 references