Banach space valued martingales with respect to complex measure and their inequalities |
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Authors: | Hou Youliang Wei Wenzhan |
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Institution: | (1) College of Mathematical Sciences, Wuhan University, 430072 Wuhan, China;(2) Department of Mathematics, Guangxi Normal College, 530001 Nanning, China |
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Abstract: | Let dμ=ϕdν be a complex valued measure where ν is a non-negative measure and ϕ is a complex valued function which satisfiesb
p
+
orb
∞
+
⊂a
1 condition. We prove some basic martingale inequalities such as B-G inequalities, weak (p, p) and strong (p, p) type inequalities for Banach space valued martingale with respect to complex measure μ.
Supported by the National Natural Science Foundation of China
Hou Youliang: born in 1956, Ph. D |
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Keywords: | complex measure martingale uniformly smoothness uniformly convexity |
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