Strong differential subordination and sharp inequalities for orthogonal processes

DOI10.1007/s10959-009-0236-4zbMath1245.60047OpenAlexW2092724106MaRDI QIDQ1047162

Adam Osȩkowski

Publication date: 4 January 2010

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10959-009-0236-4

zbMATH Keywords

\(L^{p}\) estimates for a nonnegative submartingalestrong differential \(\alpha \)-subordination

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Martingales with continuous parameter (60G44)

Related Items (5)

The Hilbert Transform and Orthogonal Martingales in Banach Spaces ⋮ A Weak-Type Inequality for Submartingales and Itô Processes ⋮ Sharp weak-type inequalities for Hilbert transform and Riesz projection ⋮ A sharp weak-type bound for Itô processes and subharmonic functions ⋮ On strongly orthogonal martingales in UMD Banach spaces

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Orthogonal martingales under differential subordination and applications to Riesz transforms
• Boundary value problems and sharp inequalities for martingale transforms
• Exit times of Brownian motion, harmonic majorization, and Hardy spaces
• Strong differential subordination and stochastic integration
• Differential subordination and strong differential subordination for continuous-time martingales and related sharp inequalities
• Sharp inequalities for martingales with applications to the Beurling-Ahlfors and Riesz transforms
• A sharp weak type $(p,p)$ inequality $(p>2)$ for martingale transforms and other subordinate martingales
• A submartingale inequality

This page was built for publication: Strong differential subordination and sharp inequalities for orthogonal processes