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：

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

页码：4271 / 4277

页数：7

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