Weak type inequality for noncommutative differentially subordinated martingales |
| |
Authors: | Adam Osȩkowski |
| |
Affiliation: | (1) Department of Mathematics, Warsaw University, Banacha 2, 02-097 Warsaw, Poland |
| |
Abstract: | 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. Research supported by MEN Grant 1 PO3A 012 29. |
| |
Keywords: | Noncommutative probability space Martingale Weak type (1,1) inequality Differentially subordinated martingales |
本文献已被 SpringerLink 等数据库收录! |
|