Weak type inequalities for vector-valued martingales

Yong Jiao and Lihua Peng

Statistics & Probability Letters, 2010, vol. 80, issue 13-14, 1128-1135

Abstract: 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.

Keywords: Weak; spaces; Martingale; inequalities; Uniformly; convex; (smooth); spaces (search for similar items in EconPapers)
Date: 2010
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