Abstract
We study the boundedness in $L^{1}$ of the maximal operator of the class of martingales for a fixed increasing or decreasing filtration. We obtain necessary and sufficient conditions for several classes of martingales.
Citation
Alexandra Bellow. Ulrich Krengel. "On the $L^{1}$-behavior of the maximal operator for the class of martingales adapted to a given filtration." Illinois J. Math. 43 (3) 568 - 581, Fall 1999. https://doi.org/10.1215/ijm/1255985111
Information
