Atomic Decompositions and Inequalities for Vector-Valued Discrete-Time Martingales

DOI10.1137/S0040585X97977070zbMath0956.60037OpenAlexW2036482810MaRDI QIDQ4954379

Ferenc Weisz, Yuliya S. Mishura

Publication date: 6 June 2000

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97977070

zbMATH Keywords

atomic decompositionquadratic variationBurkholder-Davis-Gundy inequalitiesmaximal valueDavis inequalitiespredictable classes of martingale spacesregular stochastic basisUMD-latticeunconditionaly of martingale differencesvector-valued martingales with discrete time

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42)

Related Items (4)

Atomic decompositions of Banach lattice-valued martingales ⋮ Vector-valued weak martingale hardy spaces and atomic decompositions ⋮ Almost everywhere convergence of Banach space-valued Vilenkin-Fourier series ⋮ Bounded operators on vector-valued weak Orlicz martingale spaces

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