文章基本信息
- 标题：On the Iterated Martingale Transforms
- 本地全文：下载
- 作者：Litan YAN
- 期刊名称：Interdisciplinary Information Sciences
- 印刷版ISSN：1340-9050
- 电子版ISSN：1347-6157
- 出版年度：2000
- 卷号：6
- 期号：2
- 页码：123-127
- DOI：10.4036/iis.2000.123
- 出版社：The Editorial Committee of the Interdisciplinary Information Sciences
- 摘要：Let f = ( fn , Fn ) n≥0 be a martingale on some filtered complete probability space (Ω, F , P ) with the usual conditions. We define the iterated martingale transforms I ( m )( f ) = ( In ( m ), ( Fn )) ( m ≥1) with respect to f , the discrete analogues of the iterated stochastic integrals. We obtain the Lp (1≤ p )-estimates of I ( m )( f )
|| I ( m )*|| p ≤ (4 mp ) m || S m ( f )|| p
and we also characterize a continuous martingale by the limit of the iterated martingale transforms. - 关键词：Martingale Transforms;Lp-estimate and the Hermite polynomials
