A Class of Orthogonal Series Related to Martingales
نویسندگان
چکیده
منابع مشابه
Subordination by Orthogonal Martingales
We are given two martingales on the filtration of the two dimensional Brownian motion. One is subordinated to another. We want to give an estimate of Lp-norm of a subordinated one via the same norm of a dominating one. In this setting this was done by Burkholder in [Bu1]–[Bu8]. If one of the martingales is orthogonal, the constant should drop. This was demonstrated in [BaJ1], when the orthogona...
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ژورنال
عنوان ژورنال: The Annals of Mathematical Statistics
سال: 1970
ISSN: 0003-4851
DOI: 10.1214/aoms/1177696812