LP NORMS OF STOCHASTIC INTEGRALS AND OTHER MARTINGALES

被引：91

作者：

DAVIS, B ^{[1
]}

机构：

[1] PURDUE UNIV,DEPT STATIST,W LAFAYETTE,IN 47907

来源：

关键词：

D O I：

10.1215/S0012-7094-76-04354-4

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

引用

页码：697 / 704

页数：8

共 16 条

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[6]

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[7]

DOOB JL, 1951, STOCHASTIC PROCESSES

[8] EQUIVALENT TO MARTINGALE SQUARE FUNCTION INEQUALITY [J].

GORDON, L .

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[9]

MARCINKIEWICZ J, 1937, ANN SOC POL MATH, V16, P84

[10]

McKean H. P, 1969, STOCHASTIC INTEGRALS