Concepedia

On the Davis inequality in Banach function spaces

Mathematische Nachrichten · 2008 · 17 citations · 4 references

Concepts

Interpolation SpaceNorm (Mathematics)Davis InequalityWiley‐vch Verlag GmbhVariational InequalityFunctional AnalysisBanach Function Spaces

Abstract

Abstract We give a characterization of those Banach function spaces in which the Davis inequality for martingales is valid. (© 2008 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)

References

4

Distribution Function Inequalities for Martingales

D. L. Burkholder · The Annals of Probability · 1973 · 817 citations · Full text

Recent Work, New Proofs, Engineering +7

Martingale inequalities in rearrangement invariant function spaces

William B. Johnson, Gideon Schechtman · Israel Journal of Mathematics · 1988 · 64 citations

Engineering, Entropy, Integrable Probability +3

Characterization of Banach function spaces that preserve the Burkholder square-function inequality

Masato Kikuchi · Illinois Journal of Mathematics · 2003 · 25 citations · Full text

Banach Function Space, Norm (Mathematics), Sufficient Condition +4

NEW MARTINGALE INEQUALITIES IN REARRANGEMENT-INVARIANT FUNCTION SPACES

Masato Kikuchi · Proceedings of the Edinburgh Mathematical Society · 2004 · 17 citations · Full text

Measure Theory, Engineering, Entropy +10