Some Orlicz-norm inequalities for martingales
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)].
scientific article; zbMATH DE number 5553123
scientific article