1. CMB 1999 (vol 42 pp. 321)
|Averaging Operators and Martingale Inequalities in Rearrangement Invariant Function Spaces |
We shall study some connection between averaging operators and martingale inequalities in rearrangement invariant function spaces. In Section~2 the equivalence between Shimogaki's theorem and some martingale inequalities will be established, and in Section~3 the equivalence between Boyd's theorem and martingale inequalities with change of probability measure will be established.
Keywords:martingale inequalities, rearrangement invariant function spaces
Categories:60G44, 60G46, 46E30