Weighted Davis inequalities for martingale square functions

DOI10.1007/s10959-022-01204-xarXiv2106.11279OpenAlexW3175340370MaRDI QIDQ6111879

Dennis Wollgast, Pavel Zorin-Kranich

Publication date: 4 August 2023

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2106.11279

zbMATH Keywords

uniformly convex Banach spaceMuckenhoupt weightBurkholder-Davis-Gundy inequalities

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Martingales and classical analysis (60G46) Rough paths (60L20)

Cites Work

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• Pathwise versions of the Burkholder-Davis-Gundy inequality
• On the integrability of the martingale square function
• The best constant in the Davis inequality for the expectation of the martingale square function
• Martingales in Banach Spaces
• Analysis in Banach Spaces
• Sharp Martingale and Semimartingale Inequalities
• Weighted integral inequalities for the nontangential maximal function, Lusin area integral, and Walsh-Paley series
• Weighted maximal inequalities for martingale transforms
• The Bellman Function Technique in Harmonic Analysis
• Some Maximal Inequalities

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