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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
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