Weak type inequality for noncommutative differentially subordinated martingales
成果类型：
Article
署名作者：
Osekowski, Adam
署名单位：
University of Warsaw
刊物名称：
PROBABILITY THEORY AND RELATED FIELDS
ISSN/ISSBN：
0178-8051
DOI：
10.1007/s00440-007-0075-0
发表日期：
2008
页码：
553-568
关键词：
摘要：
In the paper we focus on self-adjoint noncommutative martingales. We provide an extension of the notion of differential subordination, which is due to Burkholder in the commutative case. Then we show that there is a noncommutative analogue of the Burkholder method of proving martingale inequalities, which allows us to establish the weak type (1,1) inequality for differentially subordinated martingales. Moreover, a related sharp maximal weak type (1,1) inequality is proved.
来源URL：