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2019 Variational estimates for martingale paraproducts
Vjekoslav Kovač, Pavel Zorin-Kranich
Electron. Commun. Probab. 24: 1-14 (2019). DOI: 10.1214/19-ECP257

Abstract

We show that bilinear variational estimates of Do, Muscalu, and Thiele [7] remain valid for a pair of general martingales with respect to the same filtration. Our result can also be viewed as an off-diagonal generalization of the Burkholder–Davis–Gundy inequality for martingale rough paths by Chevyrev and Friz [4].

Citation

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Vjekoslav Kovač. Pavel Zorin-Kranich. "Variational estimates for martingale paraproducts." Electron. Commun. Probab. 24 1 - 14, 2019. https://doi.org/10.1214/19-ECP257

Information

Received: 27 December 2018; Accepted: 15 July 2019; Published: 2019
First available in Project Euclid: 12 September 2019

zbMATH: 1422.60068
MathSciNet: MR4003122
Digital Object Identifier: 10.1214/19-ECP257

Subjects:
Primary: 60G42
Secondary: 60G44

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