Martingale Inequalities in Exponential Orlicz Spaces
نویسنده
چکیده
A result is found which is similar to BDG-inequalities, but in the framework of exponential (non moderate) Orlicz spaces. A special class of such spaces is introduced and its properties are discussed with respect to probability measures, whose densities are connected by an exponential model. Acknowledgement: Thanks are due to Prof. M. Mania (Georgian Academy of Sciences) for the discussions and suggestions during his visit in Turin, and to Prof. G. Pistone (Politecnico di Torino). Martingale Inequalities in Exponential Orlicz Spaces Daniele Imparato vol. 10, iss. 1, art. 1, 2009
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تاریخ انتشار 2008