X: 04, 40-43, LNM 511 (1976)
KAZAMAKI, Norihiko
A simple remark on the conditioned square functions for martingale transforms (
Martingale theory)
This is a problem of discrete martingale theory, giving inequalities between the conditioned square funtions (discrete angle brackets) of martingale transforms of two martingales related through a change of time
Comment: The author has published a paper on a related subject in
TĂ´hoku Math. J.,
28, 1976
Keywords: Angle bracket,
InequalitiesNature: Original Retrieve article from Numdam