Burkholder函数与非负下鞅双Φ不等式

Burkholder's Functions and Inequalities on Two Φ-functions for Nonnegative Submartingales

用Burkhorder函数的方法证明了Orlicz非负下鞅空间极大算子的双Φ函数不等式,作为推论,可以得到著名的Doob不等式,用同样的方法还证明了非负下鞅的LlogL空间不等式.

This paper proves the two Ф-inequalities for maximal operator in Orlicz nonnegative submartingale spaces by the method of Burkholder＇s functions. By way of a corollary, the familiar Doob＇s inequality can be obtained. The estimates on Llog^＋ L for nonnegative submartingale can be proved in the same way. ：