Davis's inequality for orthogonal martingales under differential subordination.
نویسندگان
چکیده
منابع مشابه
Subordination by Orthogonal Martingales
We are given two martingales on the filtration of the two dimensional Brownian motion. One is subordinated to another. We want to give an estimate of Lp-norm of a subordinated one via the same norm of a dominating one. In this setting this was done by Burkholder in [Bu1]–[Bu8]. If one of the martingales is orthogonal, the constant should drop. This was demonstrated in [BaJ1], when the orthogona...
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ژورنال
عنوان ژورنال: Michigan Mathematical Journal
سال: 2000
ISSN: 0026-2285
DOI: 10.1307/mmj/1030374671