Martingale Transforms

Ruilin Long

Chapter 5 in Martingale Spaces and Inequalities, 1993, pp 173-225 from Springer

Abstract: Abstract Let (Ω, F, μ, {F n }n≥0) be a probability space with a sequence {F n }n≥0 of sub-σfields satisfying usual conditions as before. Let f = (f n )n≥0 be a martingale and v =(v n )n≥0 be an adapted process. For the simplicity, assume f 0 = 0 in general in this chapter, and as usual a -1 is meant as zero for any process (a n )n≥0.

Keywords: Weak Type; Good Constant; Local Martingale; Integrable Martingale; Martingale Inequality (search for similar items in EconPapers)
Date: 1993
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DOI: 10.1007/978-3-322-99266-6_5

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