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Martingale Spaces and Inequalities
Ruilin Long, Academy Sinica, Beijing, People's Republic of China
A publication of Vieweg+Teubner.
Vieweg Monographs
1993; 344 pp; hardcover
ISBN-10: 3-528-08397-2
ISBN-13: 978-3-528-08397-7
List Price: US$64
Member Price: US$57.60
Order Code: VW/4
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This book gives a systematic introduction to the theory of martingale spaces and inequalities. Except those mainly concerned with the martingale \(Hp, p>1\), most parts of the book reflect the developments in the field in the past twenty years. The material is self-contained, only a familiarity with basic analysis is required. Both graduate students and mathematicians who want to know about the interaction between analysis and probability will find this book to be a valuable reference and text.

A publication of Vieweg+Teubner. The AMS is exclusive distributor in North America. Vieweg+Teubner Publications are available worldwide from the AMS outside of Germany, Switzerland, Austria, and Japan.

Copublished in cooperation with Peking University Press.


Table of Contents

  • Probabilistic preliminaries
  • \(H_p(p\ge 1)\) martingales
  • \(\Phi\)-inequalities on martingales
  • \(BMO\) martingales
  • Martingale transforms
  • Weight theory and weighted \(\Phi\)-inequalities
  • Regular martingales
  • Some applications of martingale techniques in harmonic analysis
  • References
  • Symbols
  • Index
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