Modular inequalities in martingale Orlicz–Karamata spaces

Lian Wu, Dejian Zhou and Yong Jiao

Mathematische Nachrichten, 2018, vol. 291, issue 8-9, 1450-1462

Abstract: In this paper, some new martingale inequalities in the framework of Orlicz†Karamata spaces are provided. More precisely, we establish modular martingale inequalities associated with concave functions and slowly varying functions.

Date: 2018
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Persistent link: https://EconPapers.repec.org/RePEc:bla:mathna:v:291:y:2018:i:8-9:p:1450-1462

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