A Decomposition for Hardy Martingales III

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    Abstract

    We prove Davis decompositions for vector valued Hardy martingales and illustrate their use. This paper continues our previous work on Davis and Garsia inequalities for scalar Hardy martingales.
    Original languageEnglish
    Pages (from-to)173-189
    Number of pages17
    JournalMathematical Proceedings of the Cambridge Philosophical Society
    Volume162
    Issue number1
    DOIs
    Publication statusPublished - 2017

    Fields of science

    • 101002 Analysis

    JKU Focus areas

    • Computation in Informatics and Mathematics

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