Fractional integration for irregular martingales
نویسندگان
چکیده
We suggest two versions of the Hardy--Littlewood--Sobolev inequality for discrete time martingales. In one version, fractional integration operator is a martingale transform, however, it may vanish if filtration excessively irregular; second version lacks property while being analytically meaningful an arbitrary filtration.
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ژورنال
عنوان ژورنال: Tohoku Mathematical Journal
سال: 2022
ISSN: ['2186-585X', '0040-8735', '1881-2015']
DOI: https://doi.org/10.2748/tmj.20210104