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2020 A ratio inequality for nonnegative martingales and their differential subordinates
Adam Osękowski
Electron. Commun. Probab. 25: 1-12 (2020). DOI: 10.1214/20-ECP301

Abstract

We prove a sharp inequality for the ratio of the maximal functions of nonnegative martingales and their differential subordinates. An application in the theory of weighted inequalities is given.

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Adam Osękowski. "A ratio inequality for nonnegative martingales and their differential subordinates." Electron. Commun. Probab. 25 1 - 12, 2020. https://doi.org/10.1214/20-ECP301

Information

Received: 24 October 2019; Accepted: 24 February 2020; Published: 2020
First available in Project Euclid: 29 February 2020

zbMATH: 1447.60071
MathSciNet: MR4089728
Digital Object Identifier: 10.1214/20-ECP301

Subjects:
Primary: 60G42 , 60G44

Keywords: best constant , Burkholder’s method , Differential subordination , martingale

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