Year: 2026
Type: article
Abstract: We extend an inequality of Merryfield, valid in the continuous setting, to discrete multiparameter martingales. As a consequence, we obtain the comparison of the maximal function with the square function: for regular multiparameter filtrations and . This estimate is new in the case of more than two parameters, and provides an alternative proof of Brossard's famous two‐parameter result.
DOI: 10.1112/blms.70479
Author: Guillermo Rey
Institution: Universidad Autónoma de Madrid
Language: English
Subfield: Applied Mathematics
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W4415135563
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