Doob-Type Estimates for Differentially Subordinated Martingales

DOI10.1080/07362994.2012.668441zbMath1251.60039OpenAlexW2335669812MaRDI QIDQ2893287

Adam Osȩkowski

Publication date: 20 June 2012

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362994.2012.668441

zbMATH Keywords

Bessel processharmonic functionmartingalemaximal inequalitystochastic integraldifferential subordinationRiesz system

Mathematics Subject Classification ID

Harmonic, subharmonic, superharmonic functions in higher dimensions (31B05) Martingales with continuous parameter (60G44)

Cites Work

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• Sharp maximal inequality for nonnegative martingales
• Boundary value problems and sharp inequalities for martingale transforms
• On the theory of harmonic functions of several variables
• One-sided maximal functions and H\(^p\)
• A sharp and strict \(L^ p\)-inequality for stochastic integrals
• 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 superharmonic proof of the M. Riesz conjugate function theorem
• Sharp maximal inequality for stochastic integrals
• One-dimensional Brownian motion and the three-dimensional Bessel process

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