Artykuł w czasopiśmie
Brak miniatury
Licencja
ClosedAccessDostęp zamknięty
 

Strong differential subordinates for noncommutative submartingales

Uproszczony widok
cris.lastimport.scopus2024-02-12T20:47:56Z
dc.abstract.enWe 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.
dc.affiliationUniwersytet Warszawski
dc.contributor.authorWu, Lian
dc.contributor.authorJiao, Yong
dc.contributor.authorOsękowski, Adam
dc.date.accessioned2024-01-26T08:20:50Z
dc.date.available2024-01-26T08:20:50Z
dc.date.issued2019
dc.description.financeNie dotyczy
dc.description.number5
dc.description.volume47
dc.identifier.doi10.1214/18-AOP1334
dc.identifier.issn0091-1798
dc.identifier.urihttps://repozytorium.uw.edu.pl//handle/item/120853
dc.identifier.weblinkhttps://projecteuclid.org/download/pdfview_1/euclid.aop/1571731446
dc.languageeng
dc.pbn.affiliationmathemathics
dc.relation.ispartofAnnals of Probability
dc.relation.pages3108-3142
dc.rightsClosedAccess
dc.sciencecloudnosend
dc.subject.enmartingale
dc.subject.ennoncommutative
dc.subject.envon Neumann algebra
dc.titleStrong differential subordinates for noncommutative submartingales
dc.typeJournalArticle
dspace.entity.typePublication