On some inequalities for martingale transforms in Banach function spaces

被引:3
作者
Kikuchi, Masato [1 ]
机构
[1] Toyama Univ, Dept Math, Gofu Ku, Toyama 9308555, Japan
来源
ACTA SCIENTIARUM MATHEMATICARUM | 2014年 / 80卷 / 1-2期
关键词
martingale; martingale transform; Banach function space; rearrangement-invariant function space;
D O I
10.14232/actasm-012-542-3
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
Let X be a Banach function space over a probability space. We consider the inequality parallel to(v*f)(infinity)parallel to(X) <= C parallel to f(infinity)parallel to(X), where f = (f(n))(n is an element of Z+) is a uniformly integrable martingale, v = (v(n))(n is an element of Z+) is a predictable process such that sup(n) |vn| <= 1 almost surely, and v*f = ((v*f)(n))(n is an element of Z+) denotes the martingale transform of f by v. The main result gives necessary and sufficient conditions on X for this inequality to hold.
引用
收藏
页码:289 / 306
页数:18
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