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Published online by Cambridge University Press: 20 November 2018
The use of decreasing rearrangement formulas, and particularly that of the weak N inequality, is illustrated by deriving from Eτ |f-f(τ -)|≤Eτu (where ft is some stochastic process and τ arbitrary stopping time) the estimate ||f||≤Const||u|| in the class of structureless norms with finite dual Hardy bound.
The basic estimate is