Some Weighted Martingale Inequalities on Rearrangement Invariant Quasi-Banach Function Spaces

Abstract

The Burkholder-Davis-Gundy’s inequalities and the sharp maximal function inequalities for martingale inequalities are established for rearrangement invariant quasi-Banach function spaces. Martingale inequalities very important in mathematic Martingale inequalities are worked by very mathematicians. We will establish some weighted Martingale inequalities for rearrangement invariant quasi-Banach function spaces