A martingale inequality related to exponential square integrability

Author:
Jill Pipher

Journal:
Proc. Amer. Math. Soc. **118** (1993), 541-546

MSC:
Primary 42B25

MathSciNet review:
1131038

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Abstract: We present an inequality for dyadic martingales (together with its continuous analog for functions on ) which is shown to be equivalent to a result of Chang-Wilson-Wolff on exponential square integrability. The analog of this weighted inequality for double dyadic martingales is also proven. Finally, we discuss a possible connection between these inequalities and a theorem of Garnett.

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DOI:
https://doi.org/10.1090/S0002-9939-1993-1131038-3

Article copyright:
© Copyright 1993
American Mathematical Society