Some Orlicz-norm inequalities for martingales

descriptionPublicationkeyboard_double_arrow_right Article 01 May 2009 English Publisher:Elsevier BVJournal:Statistics & Probability Letters, volume 79, pages 1,238-1,241 (issn: 0167-7152,

Copyright policy )

Authors: Yanbo Ren;

doi: 10.1016/j.spl.2009.01.013

Some Orlicz-norm inequalities for martingales

- Summary
- Metrics

Abstract

In this paper, we show some orlicz-norm inequalities for martingales, which are Φ-extensions of some classical inequalities in martingale Hp theory. As applications, a new simple proof of Burkholder–Davis–Gundy inequality in Orlicz-norm form is shown, and the equivalence between Orlicz martingale spaces PΦ and QΦ is obtained.

Related Organizations

Henan University of Science and Technology
China (People's Republic of)
Henan Polytechnic University
China (People's Republic of)

Impact byBIP!

	selected citations These citations are derived from selected sources. This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).	7
	popularity This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.	Average
	influence This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).	Top 10%
	impulse This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.	Average