Article ID Journal Published Year Pages File Type
1153153 Statistics & Probability Letters 2010 8 Pages PDF
Abstract

We obtain weak versions of the Burkholder–Davis–Gundy inequalities for vector-valued martingales by employing the operator-valued martingale transform technique. These inequalities are closely related to the geometric properties of the underlying Banach space.

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Physical Sciences and Engineering Mathematics Statistics and Probability
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Weak type inequalities for vector-valued martingales
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