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Grand Martingale Hardy spaces

Hao, Z; Li, L

Li, L (reprint author), Hunan Univ, Sch Business, Changsha 410082, Hunan, Peoples R China.

ACTA MATHEMATICA HUNGARICA, 2017; 153 (2): 417

Abstract

We introduce grand Hardy spaces defined on a probability space. Analogous to the classical theory, we prove Doob's maximal inequality and obtain atomi......

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