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arXiv · 1401.1439

Holder's inequalities involving the infinite product and their applications in martingale spaces

Wei Chen·Longbin Jia·Yong Jiao
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Abstract

We give Hölder's inequalities for integral and conditional expectation involving the infinite product. Moreover, a generalized Doob maximal operator is introduced and weighted inequalities for the operator are established.

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Wei Chen, Longbin Jia, Yong Jiao. 2016-06-28. Holder's inequalities involving the infinite product and their applications in martingale spaces. https://doi.org/10.1007/s10476-016-0202-1

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