On the integrability of the martingale square function. (English) Zbl 0211.21902


60G44 Martingales with continuous parameter
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[1] D. L. Burkholder and R. F. Gundy,Extrapolation and interpolation of quasi-linear operators on martingales. to appear. · Zbl 0223.60022
[2] Burkholder, D. L., Martingale transforms, Ann. Math. Statist., 37, 1494-1504 (1966) · Zbl 0306.60030
[3] J. L. Doob,Stochastic Processes, New York, 1953. · Zbl 0053.26802
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