2014/12/28 by Peide Liu, Пэйдэ Лю, Liu, Peide +2
Economics, Econometrics and Finance · Mathematics · #Advanced Banach Space Theory #Advanced Harmonic Analysis Research #FOS: Mathematics #Functional Analysis (math.FA) #Housing Market and Economics #Probability (math.PR) #math.FA #math.PR
paper · pdf · doi:10.48550/arxiv.1412.8146
arxiv created 2014/12/28 · openalex publication_date 2014/12/28 · arxiv updated 2014/12/30 · openalex created_date 2016/06/24 · openalex updated_date 2026/07/28
In this paper, the classical Dellacherie's theorem about stochastic process is extended to variable exponent Lebesgue spaces. As its applications, we obtain variable exponent analogues of several famous inequalities in classical martingale theory, including convexity lemma, Burkholder-Gundy-Davis' inequality and Chevalier's inequality. Moreover, we investigate some other equivalent relations between variable exponent martingale Hardy spaces.