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Strong differential subordinates for noncommutative submartingales

Autor
Wu, Lian
Jiao, Yong
Osękowski, Adam
Data publikacji
2019
Abstrakt (EN)

We introduce a notion of strong differential subordination of noncommutative semimartingales, extending Burkholder’s definition from the classical case. Then we establish the maximal weak-type (1,1) inequality under the additional assumption that the dominating process is a submartingale. The proof rests on a significant extension of the maximal weak-type estimate of Cuculescu and a Gundy-type decomposition of an arbitrary noncommutative submartingale. We also show the corresponding strong-type (p,p) estimate for 1<p<∞ under the assumption that the dominating process is a nonnegative submartingale. This is accomplished by combining several techniques, including interpolation-flavor method, Doob–Meyer decomposition and noncommutative analogue of good-λ inequalities.

Słowa kluczowe EN
martingale
noncommutative
von Neumann algebra
Dyscyplina PBN
matematyka
Czasopismo
Annals of Probability
Tom
47
Zeszyt
5
Strony od-do
3108-3142
ISSN
0091-1798
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