Weak type inequality for noncommutative differentially subordinated martingales

被引：0
作者：
Adam Osȩkowski
机构：
[1] Warsaw University,Department of Mathematics
来源：
Probability Theory and Related Fields | 2008年 / 140卷
关键词：
Noncommutative probability space; Martingale; Weak type (1,1) inequality; Differentially subordinated martingales; Primary: 46L53; Secondary: 60G42;
D O I：
暂无
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学科分类号：
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.
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页码：553 / 568
页数：15
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