In this chapter, we will extend the results of the classical martingale theory. The main references for this chapter are D. L. Burkholder’s Martingale Transform [1], which opened a new era in the development of the martingale theory, Distribution Function Inequalities [2], and D. Burkholder and R. Gundy Extrapolation and interpolation and quasi-linear operators on martingales [3].

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Advanced Topics in Martingale Theory

  • Wilfredo Urbina-Romero,
  • Ricardo Rios

摘要

In this chapter, we will extend the results of the classical martingale theory. The main references for this chapter are D. L. Burkholder’s Martingale Transform [1], which opened a new era in the development of the martingale theory, Distribution Function Inequalities [2], and D. Burkholder and R. Gundy Extrapolation and interpolation and quasi-linear operators on martingales [3].