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XV: 20, 285-289, LNM 850 (1981)
CHOU, Ching Sung
Une inégalité de martingales avec poids (Martingale theory)
Chevalier has strengthened the Burkholder inequalities into an equivalence of $L^p$ norms between $M^{\ast}\lor Q(M)$ and $M^{\ast}\land Q(M)$, where $M$ is a martingale, $M^{\ast}$ is its maximal function and $Q(M)$ its quadratic variation. This has been extended to all moderate Orlicz spaces in 1404. The present paper further extends the result to the Orlicz spaces of a law $\widehat P$ equivalent to $P$, provided the density is an $(A_p)$ weight (see 1326)
Keywords: Weighted norm inequalities, Burkholder inequalities, Moderate convex functions
Nature: Original
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