Weighted exponential inequality for differentially subordinate martingales

DOI10.1007/S00013-021-01600-5zbMath1482.60058OpenAlexW3154351965WikidataQ115609527 ScholiaQ115609527MaRDI QIDQ2031470

Michał Brzozowski

Publication date: 9 June 2021

Published in: Archiv der Mathematik (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00013-021-01600-5

zbMATH Keywords

martingaleweightBurkholder's function

Mathematics Subject Classification ID

Singular and oscillatory integrals (Calderón-Zygmund, etc.) (42B20) Martingales with continuous parameter (60G44) Martingales and classical analysis (60G46)

Cites Work

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• Differential subordination under change of law
• Weighted 𝐿² inequalities for square functions
• Weighted weak-type inequality for martingales
• A weighted maximal inequality for differentially subordinate martingales

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