Weak norm inequalities for martingales and geometry of Banach spaces

Adam Osȩkowski

Statistics & Probability Letters, 2012, vol. 82, issue 3, 411-418

Abstract: Let f, g be two Hilbert-space-valued martingales such that g is differentially subordinate to f. The paper contains the proof of the estimate ‖g‖p,∞≤2p(p+1)p−1‖f‖p,∞,1Keywords: Martingale; Martingale transform; Differential subordination; UMD space (search for similar items in EconPapers)
Date: 2012
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DOI: 10.1016/j.spl.2011.12.007

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