鞅的p-均方函数不等式

Inequlities for p-Square Functions of Martingales

讨论了B值鞅 f的 p 均方函数的不等式 ,对于 1 a p <∞ ,有‖f‖pJa 2 1a‖f‖pHa,对于 0 <a <p <∞ ,有‖f‖pHa (pa) 1p‖f‖p a,且常数 (pa)

Let f be a martingale taking in a Banach space B,inequalities of p square function of martingale f are discussed.If 1 ap <∞,the ‖ f ‖ pJ a 2 1 a ‖ f ‖ pH a .If 0< a<p <∞,then ‖ f ‖ pH a ( pa ) 1 p ‖ f ‖ p a ,and ( pa ) 1 p the best constant.