New Doob's maximal inequalities for martingales

DOI10.1007/s10473-023-0204-6OpenAlexW4310266347MaRDI QIDQ2681411

Zhiwei Hao, Li-Bo Li

Publication date: 3 February 2023

Published in: Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10473-023-0204-6

zbMATH Keywords

martingalesconvex functionsDoob's inequalityOrlicz-Lorentz-Karamata spaces

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) Maximal functions, Littlewood-Paley theory (42B25) Martingales and classical analysis (60G46)

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