Advanced Topics in Martingale Theory
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].