\(\Phi\)-moment inequalities for noncommutative differentially subordinate martingales (Q6566402)
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scientific article; zbMATH DE number 7875302
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | \(\Phi\)-moment inequalities for noncommutative differentially subordinate martingales |
scientific article; zbMATH DE number 7875302 |
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\(\Phi\)-moment inequalities for noncommutative differentially subordinate martingales (English)
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3 July 2024
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The main puepose of the work under review is the continuation of the research on inequalities for noncommutative differentially subordinate martingales associated with convex functions \(\Phi\). The authors extend \(p\)-th moment inequality obtained in [\textit{Y. Jiao} et al., Adv. Math. 337, 216--259 (2018; Zbl 1405.46047)] to the \(\Phi\)-moment case. They also show the \(\Phi\)-moment inequalities for the square and the conditioned square functions of noncommutative differentially subordinate martingales, which provide constructive proofs of \(\Phi\)-moment Burkholder-Gundy and \(\Phi\)-moment Burkholder inequalities for noncommutative martingales.
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martingale inequality
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noncommutative differential subordination
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convex function
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