Weak type inequalities for vector-valued martingales

We obtain weak versions of the Burkholder-Davis-Gundy inequalities for vector-valued martingales by employing the operator-valued martingale transform technique. These inequalities are closely related to the geometric properties of the underlying Banach space.

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Year of publication:	2010
Authors:	Jiao, Yong ; Peng, Lihua
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 80.2010, 13-14, p. 1128-1135
Publisher:	Elsevier
Keywords:	Weak spaces Martingale inequalities Uniformly convex (smooth) spaces

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

Persistent link: https://ebvufind01.dmz1.zbw.eu/10008488299