Some Orlicz-norm inequalities for martingales
type: Item
instance of: scholarly article
title: Some Orlicz-norm inequalities for martingales
zbMATH Open document ID: 1172.60011
published in: Statistics \& Probability Letters
publication date: 2009-05-12T00:00:00Z
review text: Some inequalities, such as the Burkholder-Davis-Gundy inequality, are proved for martingale Hardy Orlicz norms. The results and proofs for martingale Hardy norms can be found in [\textit{F. Weisz}, Martingale Hardy spaces and their applications in Fourier analysis. Lecture Notes in Mathematics. 1568. Berlin: Springer-Verlag (1994; Zbl 0796.60049)].
reviewed by: Ferenc Weisz
Mathematics Subject Classification ID: 60G42
zbMATH DE Number: 5553123
zbMATH Keywords: martingale inequalities
zbMATH Keywords: Burkholder-Davis-Gundy inequality
zbMATH Keywords: Young function
zbMATH Keywords: Orlicz norms
author: Yanbo Ren
MaRDI profile type: Publication
full work available at URL: j.spl.2009.01.013
OpenAlex ID: W1965061809
cites work: Distribution function inequalities for martingales
cites work: Martingale Hardy spaces and their applications in Fourier analysis
cites work: Q3135095
DOI: 10.1016/J.SPL.2009.01.013
Recommended article: Q3622966
Recommended article: Q3501221
Recommended article: Q3051946
Recommended article: Orlicz norm inequalities for operator-valued martingale transforms
Recommended article: Martingale inequalities on Musielak–Orlicz Hardy spaces
Recommended article: Q4025638
Recommended article: Modular inequalities in martingale Orlicz–Karamata spaces
Recommended article: Martingale Orlicz-Hardy spaces
Recommended article: Weighted integral inequalities in Orlicz martingale classes
Recommended article: Some inequalities for strong martingales
description: scientific article; zbMATH DE number 5553123