Abstract
We present an inequality for dyadic martingales (together with its continuous analog for functions on ${\mathbb {R}^n}$) which is shown to be equivalent to a result of Chang-Wilson-Wolff on exponential square integrability. The analog of this weighted inequality for double dyadic martingales is also proven. Finally, we discuss a possible connection between these inequalities and a theorem of Garnett.
Full Text
Published Version (
Free)
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a call