Some new Φ-moment martingale inequalities associated with concave functions

被引：12
|
作者：
Jiao, Yong [1 ]
Yu, Wenjuan [1 ]
机构：
[1] Cent S Univ, Inst Probabil & Stat, Changsha 410075, Hunan, Peoples R China
来源：
NONLINEAR ANALYSIS-THEORY METHODS & APPLICATIONS | 2012年 / 75卷 / 11期
基金：
高等学校博士学科点专项科研基金; 中国国家自然科学基金;
关键词：
Phi-moment inequalities; Martingales; Concave functions; Atomic decompositions; HARDY-SPACES; OPERATORS;
D O I：
10.1016/j.na.2012.03.015
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
The paper is devoted to study the Phi-moment inequalities for martingales where Phi is a concave function. We mainly employ the method of atomic decomposition involving Phi-moment martingale inequalities. Crown Copyright (C) 2012 Published by Elsevier Ltd. All rights reserved.
引用
收藏
页码：4271 / 4277
页数：7
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