Doob's inequality, Burkholder–Gundy inequality and martingale transforms on martingale local Morrey spaces

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Abstract

We introduce the martingale local Morrey spaces. We establish the Doob's inequality, the Burkholder–Gundy inequality and the boundedness of the martingale transforms to martingale local Morrey spaces defined on complete probability spaces. Copyright © 2024 The Author(s), under exclusive licence to Akadémiai Kiadó, Budapest, Hungary.

Original languageEnglish
Pages (from-to)312-322
JournalActa Mathematica Hungarica
Volume174
Early online dateNov 2024
DOIs
Publication statusPublished - Dec 2024

Citation

Ho, K.-P. (2024). Doob's inequality, Burkholder–Gundy inequality and martingale transforms on martingale local Morrey spaces. Acta Mathematica Hungarica, 174, 312-322. https://doi.org/10.1007/s10474-024-01485-0

Keywords

  • Doob's inequality
  • Burkholder–Gundy inequality
  • Martingale transform
  • Local Morrey space
  • Martingale space

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