| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1154242 | Statistics & Probability Letters | 2009 | 4 Pages |
Abstract
In this paper, we show some orlicz-norm inequalities for martingales, which are ΦΦ-extensions of some classical inequalities in martingale HpHp theory. As applications, a new simple proof of Burkholder–Davis–Gundy inequality in Orlicz-norm form is shown, and the equivalence between Orlicz martingale spaces PΦPΦ and QΦQΦ is obtained.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Yanbo Ren,