On a Version of Rosenthal's Inequality for Locally Square Integrable Martingales
Received:September 11, 2006  Revised:May 23, 2007
Key Words: locally square integrable martingale   Garsia's lemma   $L_p$ inequality   Rosenthal's inequality   order of growth rate.  
Fund Project:the National Natural Science Foundation of China (No.10571176).
Author NameAffiliation
REN Yao Feng Department of Applied Mathematics, The Naval University of Engineering, Hubei 430033, China 
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Abstract:
      In this paper, we study the constants in a version of Rosenthal's inequality for locally square integrable martingales. We prove that the order of growth rates of the constants is the same as in the case of discrete time martingales.
Citation:
DOI:10.3770/j.issn:1000-341X.2008.04.036
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