Some remarks on ratio inequalities for continuous martingales
Norihiko Kazamaki, Masato Kikuchi (1989)
Studia Mathematica
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Displaying similar documents to “Martingale inequalities in exponential Orlicz spaces.”
Some remarks on ratio inequalities for continuous martingales
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Let Ω ⊂ ℝn, n ≥ 2, be a bounded domain and let α < n − 1. Motivated by Theorem I.6 and Remark I.18 of [Lions P.-L., The concentration-compactness principle in the calculus of variations. The limit case. I, Rev. Mat. Iberoamericana, 1985, 1(1), 145–201] and by the results of [Černý R., Cianchi A., Hencl S., Concentration-Compactness Principle for Moser-Trudinger inequalities: new results and proofs, Ann. Mat. Pura Appl. (in press), DOI: 10.1007/s10231-011-0220-3], we give a sharp estimate...
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