A decomposition for Hardy martingales
Paul Muller
60G42 60G46 32A35Hardy MartingalesMartingale Inequalitiescomplex convexity
We prove a decomposition for Hardy martingales that strengthen its square function characterization. We apply the underlying method to several well-known martingale inequalities, for which we obtain new proofs.
Indiana University Mathematics Journal
2012
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10.1512/iumj.2012.61.4796
10.1512/iumj.2012.61.4796
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Indiana Univ. Math. J. 61 (2012) 1801 - 1816
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