most citedMultiresolution approach for period determination on unevenly sampled data

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math.OA2004★ 1 cited

Gundy's decomposition for non-commutative martingales and applications

Javier Parcet, Narcisse Randrianantoanina

We provide an analogue of Gundy's decomposition for L1-bounded non-commutative martingales. An important difference from the classical case is that for any L1-bounded non-commutati…