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Abstract. The Burkholder--Davis--Gundy inequalities and the sharp maximal function inequalities for martingales are established for rearrangement-invariant quasi-Banach function spaces.
DOI: 10.14232/actasm-012-817-9
AMS Subject Classification
(1991): 60G42, 46E35, 60G46
Keyword(s):
martingale inequalities,
Burkholder--Davis--Gundy's inequalities,
sharp maximal function,
rearrangement-invariant quasi-Banach function spaces
Received September 10, 2012, and in revised form April 20, 2017. (Registered under 67/2012.)
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