Let Ω be a nonatomic probability space, let X be a Banach function space over Ω, and let ℳ be the collection of all martingales on Ω. For , let Mf and Sf denote the maximal function and the square function of f, respectively. We give some necessary and sufficient conditions for X to have the property that if f, g ∈ ℳ and , then , where C is a constant independent of f and g.
@article{bwmeta1.element.bwnjournal-article-doi-10_4064-cm132-1-2, author = {Masato Kikuchi}, title = {On a relation between norms of the maximal function and the square function of a martingale}, journal = {Colloquium Mathematicae}, volume = {131}, year = {2013}, pages = {13-26}, zbl = {1281.60042}, language = {en}, url = {http://dml.mathdoc.fr/item/bwmeta1.element.bwnjournal-article-doi-10_4064-cm132-1-2} }
Masato Kikuchi. On a relation between norms of the maximal function and the square function of a martingale. Colloquium Mathematicae, Tome 131 (2013) pp. 13-26. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-doi-10_4064-cm132-1-2/