Abstract
We give a characterization of those Banach function spaces in which the Davis inequality for martingales is valid.
Original language | English |
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Pages (from-to) | 697-709 |
Number of pages | 13 |
Journal | Mathematische Nachrichten |
Volume | 281 |
Issue number | 5 |
DOIs | |
State | Published - 2008/05 |
Keywords
- Banach function space
- Martingale
- Maximal function
- Square function
ASJC Scopus subject areas
- General Mathematics