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

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.

Accepted for publication in Analysis Mathematica. The final publication is available at Springer via http://link.springer.com/article/10.1007/s10476-016-0202-1

References in corpus (3)

• The multilinear strong maximal function
• Weighted estimates for the multilinear maximal function
• Characterization of a Two Weight Inequality for Multilinear Fractional Maximal Operators

Cited by in corpus (1)

• Existence and uniqueness of recursive utilities without boundedness