Abstract
In this note we show that the Littlewood-Paley argument also applies to the martingale square function.
Citation
Jia-Arng Chao. "A Note on Martingale Square Functions." Ann. Probab. 1 (6) 1059 - 1060, December, 1973. https://doi.org/10.1214/aop/1176996812
Information
Published: December, 1973
First available in Project Euclid: 19 April 2007
zbMATH: 0271.60051
MathSciNet: MR358964
Digital Object Identifier: 10.1214/aop/1176996812
Subjects:
Primary:
60G45
Keywords:
martingale
,
maximal function
,
square function
Rights: Copyright © 1973 Institute of Mathematical Statistics
