## Abstract For 1 < __p__ < β, the almost surely finiteness of $ E \left(v ^{- {p^{\prime} \over p}} \vert {\cal F}\_{1} \right) $ is a necessary and sufficient condition in order to have almost surely convergence of the sequences {__E__(__f__|β±~__n__~)} with __f__ β __L__^__p__^(__v dP__). This co
An interpolation principle for martingale inequalities
β Scribed by Carl Herz
- Publisher
- Elsevier Science
- Year
- 1976
- Tongue
- English
- Weight
- 279 KB
- Volume
- 22
- Category
- Article
- ISSN
- 0022-1236
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
In this paper, we establish an exponential estimate for the tail probability of the supremum of a two-parameter continuous martingale vanishing on the axes, assuming that the quadratic variation is bounded.
A convergence criterium to the multi-parameter Wiener process is proved. Then, it is used to establish that a martingaledifference random field on the lattice satisfies an invariance principle.
Sufficient conditions are given to get weighted inequalities between two maximal operators on Banach valued regular martingales. As an application we obtain generalizations with weights of the inequalities in the definitions of UMD- and MT-Banach spaces and weighted estimates for the vector valued s
In this paper, we get a general downcrossing inequality for g-martingales introduced via a class of backwards stochastic di erential equations (shortly BSDEs).