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
基金
高等学校博士学科点专项科研基金; 中国国家自然科学基金;
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
收藏
页码:4271 / 4277
页数:7
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