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A NECESSARY AND SUFFICIENT CONDITION FOR CERTAIN MARTINGALE INEQUALITIES IN BANACH FUNCTION SPACES
Published online by Cambridge University Press: 01 September 2007
Abstract
Let X be a Banach function space over a nonatomic probability space. We investigate certain martingale inequalities in X that generalize those studied by A. M. Garsia. We give necessary and sufficient conditions on X for the inequalities to be valid.
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- Copyright © Glasgow Mathematical Journal Trust 2007
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