Weak type estimates associated to Burkholder's martingale inequality

Javier Parcet

Given a probability space $(\Omega ,\mathsf{A},\mu )$, let ${\mathsf{A}}_1,{\mathsf{A}}_2,...$ be a filtration of $\sigma$-subalgebras of $\mathsf{A}$ and let ${\mathsf{E}}_1,{\mathsf{E}}_2,...$ d…