Some new Φ-moment martingale inequalities associated with concave functions

被引：12

作者：

Jiao, Yong ^{[1
]}

Yu, Wenjuan ^{[1
]}

机构：

[1] Cent S Univ, Inst Probabil & Stat, Changsha 410075, Hunan, Peoples R China

来源：

NONLINEAR ANALYSIS-THEORY METHODS & APPLICATIONS | 2012年 / 75卷 / 11期

基金：

中国国家自然科学基金; 高等学校博士学科点专项科研基金;

关键词：

Phi-moment inequalities; Martingales; Concave functions; Atomic decompositions; HARDY-SPACES; OPERATORS;

D O I：

10.1016/j.na.2012.03.015

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

The paper is devoted to study the Phi-moment inequalities for martingales where Phi is a concave function. We mainly employ the method of atomic decomposition involving Phi-moment martingale inequalities. Crown Copyright (C) 2012 Published by Elsevier Ltd. All rights reserved.

引用

页码：4271 / 4277

页数：7

共 12 条

[1]

[Anonymous], 1994, MARTINGALE HARDY SPA, DOI DOI 10.1007/BFB0073448

[2] Interpolation and I¦-moment inequalities of noncommutative martingales [J].

Bekjan, Turdebek N. ;

Chen, Zeqian .

PROBABILITY THEORY AND RELATED FIELDS, 2012, 152 (1-2) :179-206

[3] EXTRAPOLATION AND INTERPOLATION OF QUASI-LINEAR OPERATORS ON MARTINGALES [J].

BURKHOLDER, DL ;

GUNDY, RF .

ACTA MATHEMATICA UPPSALA, 1970, 124 (3-4) :249-+

[4]

Garsia A, 1973, MATH LECT NOTE SERIE

[5] Vector-valued weak martingale Hardy spaces and atomic decompositions [J].

Hou, Y.-L. ;

Ren, Y.-B. .

ACTA MATHEMATICA HUNGARICA, 2007, 115 (03) :235-246

[6] Weak martingale Hardy spaces and weak atomic decompositions [J].

Hou Youliang ;

Ren Yanbo .

SCIENCE IN CHINA SERIES A-MATHEMATICS, 2006, 49 (07) :912-921

[7]

Jiao Y, 2009, J FUNCT SPACE APPL, V7, P153

[8] Atomic decompositions of Banach-space-valued martingales [J].

Liu, PD ;

Hou, YL .

SCIENCE IN CHINA SERIES A-MATHEMATICS PHYSICS ASTRONOMY, 1999, 42 (01) :38-47

[9] Weak Orlicz space and its applications to the martingale theory [J].

Liu PeiDe ;

Hou YouLiang ;

Wang MaoFa .

SCIENCE CHINA-MATHEMATICS, 2010, 53 (04) :905-916

[10]

Miyamoto T., 2012, MATH NACHR

← 1 2 →