On the Davis inequality in Banach function spaces

We give a characterization of those Banach function spaces in which the Davis inequality for martingales is valid. (© 2008 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)

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Bibliographic Details
Published in:Mathematische Nachrichten 2008-05, Vol.281 (5), p.697-709
Main Author: Kikuchi, Masato
Format: Article
Language:English
Subjects:
Banach function space
martingale
maximal function
square function
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Description
Summary:We give a characterization of those Banach function spaces in which the Davis inequality for martingales is valid. (© 2008 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)
ISSN:0025-584X
1522-2616
DOI:10.1002/mana.200510635