Martingales and function spaces. (English. Japanese original) Zbl 1409.60068
Sugaku Expo. 31, No. 2, 117-142 (2018); translation from Sūgaku 66, No. 3, 249-274 (2014).
From the text: In this article, we will focus on analytical aspects of martingale theory; we
will give an overview of results on norm convergence of martingales and on norm
inequalities for martingales, in a Banach function space.
MSC:
| 60G42 | Martingales with discrete parameter |
| 46E30 | Spaces of measurable functions (\(L^p\)-spaces, Orlicz spaces, Köthe function spaces, Lorentz spaces, rearrangement invariant spaces, ideal spaces, etc.) |
| 60G46 | Martingales and classical analysis |
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