On the integrability of the martingale square function
From MaRDI portal
Publication:2544124
DOI10.1007/BF02771313zbMath0211.21902OpenAlexW2000132125MaRDI QIDQ2544124
Publication date: 1970
Published in: Israel Journal of Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02771313
Related Items
Mixed Norm Martingale Hardy Spaces and Applications in Fourier Analysis, Conditioned square functions for noncommutative martingales, Finite element approximations of a class of nonlinear stochastic wave equations with multiplicative noise, Noncommutative fractional integrals, Algebraic Davis decomposition and asymmetric Doob inequalities, Martingale inequalities in rearrangement invariant spaces, Moderate deviations for stochastic tidal dynamics equations with multiplicative Gaussian noise, Weighted inequalities for the martingale square and maximal functions, Well-posedness and asymptotic behavior of stochastic convective Brinkman-Forchheimer equations perturbed by pure jump noise, Dimension free bounds for the Hardy–Littlewood maximal operator associated to convex sets, Dimension independent atomic decomposition for dyadic martingale \(\mathbb{H}^1\), Burkholder's inequalities associated with Orlicz functions in rearrangement invariant spaces, Moderate deviation principle for the 2D stochastic convective Brinkman–Forchheimer equations, Upper bounds for the \(L_ p\)-norms of martingales, The boundedness of the two-parameter Sunouchi operators on Hardy spaces, Martingale transforms between martingale Hardy-Amalgam spaces, On the lower bound of Sunouchi's operator with respect to Vilenkin systems, Sharp inequality for martingale maximal functions and stochastic integrals, Well posedness, large deviations and ergodicity of the stochastic 2D Oldroyd model of order one, A Fefferman-Stein inequality for the martingale square and maximal functions, Large deviations for the two-time-scale stochastic convective Brinkman-Forchheimer equations, The Kolmogorov Inequality for the Maximum of the Sum of Random Variables and Its Martingale Analogues, Square function characterizations of real and ergodic \(H^1\) spaces, Weighted Davis inequalities for martingale square functions, Existence and uniqueness of solutions to backward 2D and 3D stochastic convective Brinkman-Forchheimer equations forced by Lévy noise, Doob's maximal inequality and Burkholder-Davis-Gundy's inequality on Musielak-Orlicz spaces, Products and commutators of martingales in \(H_1\) and BMO, Rough semimartingales and \(p\)-variation estimates for martingale transforms, A Decomposition for Hardy Martingales III, Embeddings between weak Orlicz martingale spaces, Commutators, paraproducts and BMO in non-homogeneous martingale settings, Maximal inequalities of the Itô integral with respect to Poisson random measures or Lévy processes on Banach spaces, The sharp constant for the Burkholder-Davis-Gundy inequality and non-smooth pasting, Martingale Convergence via the Square Function, General \(M\)-estimation and its bootstrap, Steady-State Sensitivity Analysis of Continuous Time Markov Chains, On Wald's equation for \(U\)-statistical sums, Weak law of large numbers for arrays of random variables, Investigation of Haar and Franklin series in Hardy spaces, Weak type estimates associated to Burkholder's martingale inequality, Doob’s and Burkholder-Davis-Gundy inequalities with variable exponent, Some existence results for systems of impulsive stochastic differential equations, Existence and uniquenes results for systems of impulsive functional stochastic differential equations driven by fractional Brownian motion with multiple delay, \(A_1\) Fefferman-Stein inequality for maximal functions of martingales in uniformly smooth spaces, The weak law of large numbers for arrays, The best constant in the Davis inequality for the expectation of the martingale square function, Martingale Transforms with Unbounded Multipliers, An interpolation of operators in the martingale $H_p$-spaces, The Burgess Davis inequalities via Fefferman's inequality, On Haar series of \(A\)-integrable functions, Weak type inequalities for vector-valued martingales, Variational estimates for martingale paraproducts, Martingale sequence of bounded variation, An interpolation principle for martingale inequalities, Mixed martingale Hardy spaces, Martingales and function spaces, Wentzell-Freidlin large deviation principle for stochastic convective Brinkman-Forchheimer equations, On the maximal inequalities of Burkholder, Davis and Gundy, Deterministic and stochastic equations of motion arising in Oldroyd fluids of order one: existence, uniqueness, exponential stability and invariant measures, Hoeffding decomposition in \(H^1\) spaces, The maximal function and conditional square function control the variation: An elementary proof, A central limit theorem and moderate deviation principle for the stochastic 2D Oldroyd model of order one, Sharp maximal inequalities for the martingale square bracket, Martingale Hardy spaces for \(0<p\leq 1\), Bibasic sequences in Banach lattices, Martingale Transforms and Complex Uniform Convexity, Martingale inequalities on Hardy-Lorentz-Karamata spaces, Inequalities and duality results with respect to two-parameter strong martingales, Conformal martingales, Noncommutative maximal inequalities associated with convex functions, Burkholder-Gundy-Davis inequality in martingale Hardy spaces with variable exponent, Maximal Inequalities and Exponential Estimates for Stochastic Convolutions Driven by Lévy-type Processes in Banach Spaces with Application to Stochastic Quasi-Geostrophic Equations, Hardy-Littlewood type inequalities for Vilenkin-Fourier coefficients, Bounded Mean Oscillation and Regulated Martingales, Noncommutative Davis type decompositions and applications, The Haar system as an unconditional basis in L\(_p[0,1\)], Non-commutative martingale transforms, Operator-valued martingale transforms, Pathwise versions of the Burkholder-Davis-Gundy inequality, Maximal commutator of conditional expectations, Two-parameter martingale Orlicz-Hardy spaces, Asymmetric Doob inequalities in continuous time
Cites Work
