Martingale transforms between and of martingale spaces

Weiwei Meng and Lin Yu

Statistics & Probability Letters, 2009, vol. 79, issue 22, 2328-2333

Abstract: The martingale transform techniques are used to show that given any Young function [Phi] with finite power p the corresponding space is the martingale transform of and the converse result is also true. The results obtained here extend the corresponding results in the former literature.

Date: 2009
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