The equivalence of two conditions for weight functions for martingales (Q1892969)

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scientific article; zbMATH DE number 768784
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The equivalence of two conditions for weight functions for martingales
scientific article; zbMATH DE number 768784

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    The equivalence of two conditions for weight functions for martingales (English)
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    5 October 1995
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    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.
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    martingale
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    weight function
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    weighted norm inequality
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