Martingale inequalities in rearrangement invariant spaces

DOI10.1007/BF00971245zbMath0843.60022OpenAlexW2025277469MaRDI QIDQ1903848

Igor Ya. Novikov

Publication date: 18 August 1996

Published in: Siberian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00971245

zbMATH Keywords

maximal functionrearrangement invariant spacesBurkholder-Davis inequalities

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Martingales with discrete parameter (60G42)

Related Items (5)

On Doob's inequality and Burkholder's inequality in weak spaces ⋮ Doob's maximal inequality and Burkholder-Davis-Gundy's inequality on Musielak-Orlicz spaces ⋮ Martingale Inequalities in Symmetric Spaces with Semimultiplicative Weight ⋮ Martingales and function spaces ⋮ On martingale transform inequalities in certain quasi-Banach function spaces

Cites Work

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• Distribution function inequalities for martingales
• On the integrability of the martingale square function

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