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Volume 10, Issue 1, Article 1 |
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Martingale Inequalities in Exponential Orlicz Spaces
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Authors: |
Daniele Imparato, |
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Keywords:
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Orlicz space, BDG-inequalities, exponential model |
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Date Received:
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29/04/08 |
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Date Accepted:
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19/03/09 |
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Subject Codes: |
Pri: 60G44; Sec: 60B11, 46B25, 46B20
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Editors: |
Sever S. Dragomir, |
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Abstract: |
A result is found which is similar to BDG-inequalities, but in the framework of exponential (non moderate) Orlicz spaces. A special class of such spaces is introduced and its properties are discussed with respect to probability measures, whose densities are connected by an exponential model.
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