Inequalities for martingales taking values in 2-convex Banach spaces

We study sharp square function inequalities for martingales taking values in a 2-convex Banach space B. We show that an appropriate weak-type bound holds true if and only if B is isometric to a Hilbert space.

MoreLess

Year of publication:	2014
Authors:	Osȩkowski, Adam
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 84.2014, C, p. 102-107
Publisher:	Elsevier
Subject:	Martingale \| Square function \| Banach space \| Hilbert space \| 2-convex space

Online Resource

Check full text access |

More access options

Check Google Scholar

In libraries world-wide (WorldCat)

In German libraries (KVK)

subito order

I need help

More details

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011040028