The maximal function and conditional square function control the variation: An elementary proof

DOI10.1090/proc/12866zbMath1348.42016arXiv1408.1213OpenAlexW2342250006MaRDI QIDQ2809214

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Publication date: 27 May 2016

Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1408.1213

zbMATH Keywords

maximal functionmartingales\(p\)-variationsquare function

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Martingales with discrete parameter (60G42) Maximal functions, Littlewood-Paley theory (42B25) Linear operators on function spaces (general) (47B38) Applications of functional analysis in probability theory and statistics (46N30)

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Cites Work

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