A Sharp Inequality for Martingale Transforms and the Unconditional Basis Constant of a Monotone Basis in L p (0, 1)

DOI10.2307/2153920zbMath0747.60042OpenAlexW4247851088MaRDI QIDQ4006662

Publication date: 26 September 1992

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

Full work available at URL: https://doi.org/10.2307/2153920

zbMATH Keywords

inequality Haar system unconditional basis contractive projection stochastic integral martingale difference sequence martingale transform biconcave functions zigzag martingale

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Stochastic integrals (60H05) Martingales and classical analysis (60G46)

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