On the $L^{1}$-behavior of the maximal operator for the class of martingales adapted to a given filtration

Bellow, Alexandra; Krengel, Ulrich

Illinois J. Math., Tome 43 (1999) no. 3, p. 568-581 / Harvested from Project Euclid

Résumé

We study the boundedness in $L^{1}$ of the maximal operator of the class of martingales for a fixed increasing or decreasing filtration. We obtain necessary and sufficient conditions for several classes of martingales.

Publié le : 1999-09-15
Classification: 60G42

@article{1255985111,
     author = {Bellow, Alexandra and Krengel, Ulrich},
     title = {On the $L^{1}$-behavior of the maximal operator for the class of martingales adapted to a given filtration},
     journal = {Illinois J. Math.},
     volume = {43},
     number = {3},
     year = {1999},
     pages = { 568-581},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1255985111}
}

Bellow, Alexandra; Krengel, Ulrich. On the $L^{1}$-behavior of the maximal operator for the class of martingales adapted to a given filtration. Illinois J. Math., Tome 43 (1999) no. 3, pp.  568-581. http://gdmltest.u-ga.fr/item/1255985111/