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A generalization of Φ-moment martingale inequalities

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  • Peng, Lihua
  • Li, Junping

Abstract

In this paper, some Φ-moment martingale inequalities associated with concave functions are proved in the frame of Lorentz spaces. Our main method is to construct some new atomic decomposition theorems.

Suggested Citation

  • Peng, Lihua & Li, Junping, 2015. "A generalization of Φ-moment martingale inequalities," Statistics & Probability Letters, Elsevier, vol. 102(C), pages 61-68.
    • Handle: RePEc:eee:stapro:v:102:y:2015:i:c:p:61-68
    DOI: 10.1016/j.spl.2015.03.009
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    References listed on IDEAS

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    1. Yi, Rui & Wu, Lian & Jiao, Yong, 2014. "New John–Nirenberg inequalities for martingales," Statistics & Probability Letters, Elsevier, vol. 86(C), pages 68-73.
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    Cited by:

    1. Obydenkova, Svetlana V. & Pearce, Joshua M., 2016. "Technical viability of mobile solar photovoltaic systems for indigenous nomadic communities in northern latitudes," Renewable Energy, Elsevier, vol. 89(C), pages 253-267.

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