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2011 Sharp and Strict $L^p$-Inequalities for Hilbert-Space-Valued Orthogonal Martingales
Adam Osekowski
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Electron. J. Probab. 16: 531-551 (2011). DOI: 10.1214/EJP.v16-865

Abstract

The paper contains the proofs of sharp moment estimates for Hilbert-space valued martingales under the assumptions of differential subordination and orthogonality. The results generalize those obtained by Banuelos and Wang. As an application, we sharpen an inequality for stochastic integrals with respect to Brownian motion.

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Adam Osekowski. "Sharp and Strict $L^p$-Inequalities for Hilbert-Space-Valued Orthogonal Martingales." Electron. J. Probab. 16 531 - 551, 2011. https://doi.org/10.1214/EJP.v16-865

Information

Accepted: 27 March 2011; Published: 2011
First available in Project Euclid: 1 June 2016

zbMATH: 1226.60063
MathSciNet: MR2786641
Digital Object Identifier: 10.1214/EJP.v16-865

Subjects:
Primary: 60G44
Secondary: 60G42

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Vol.16 • 2011
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