PL EN


Preferencje help
Widoczny [Schowaj] Abstrakt
Liczba wyników
Tytuł artykułu

A Weak-Type Inequality for Orthogonal Submartingales and Subharmonic Functions

Autorzy
Identyfikatory
Warianty tytułu
Języki publikacji
EN
Abstrakty
EN
Let X be a submartingale starting from 0, and Y be a semimartingale which is orthogonal and strongly differentially subordinate to X. The paper contains the proof of the sharp estimate P(supt≥0|Yt|≥1)≤3.375…∥X∥1. As an application, a related weak-type inequality for smooth functions on Euclidean domains is established.
Rocznik
Strony
261--274
Opis fizyczny
Bibliogr. 12 poz.
Twórcy
  • Faculty of Mathematics, Informatics and Mechanics University of Warsaw Banacha 2 02-097 Warszawa, Poland
Bibliografia
  • [BW1] R. Bañuelos and G. Wang, Sharp inequalities for martingales with applications to the Beurling–Ahlfors and Riesz transforms, Duke Math. J. 80 (1995), 575–600.
  • [BW2] —, —, Davis’s inequality for orthogonal martingales under differential subordination, Michigan Math. J. 47 (2000), 109–124.
  • [B1] D. L. Burkholder, Boundary value problems and sharp inequalities for martingale transforms, Ann. Probab. 12 (1984), 647–702.
  • [B2] —, Strong differential subordination and stochastic integration, ibid. 22 (1994), 995–1025.
  • [C] C. Choi, A weak-type inequality for differentially subordinate harmonic functions, Trans. Amer. Math. Soc. 350 (1998), 2687–2696.
  • [D] B. Davis, On the weak (1; 1) inequality for conjugate functions, Proc. Amer. Math. Soc. 4 (1974), 307–311.
  • [DM] C. Dellacherie and P. A. Meyer, Probabilities and Potential B, North-Holland, Amsterdam, 1982.
  • [H] W. Hammack, Sharp maximal inequalities for stochastic integrals in which the integrator is a submartingale, Proc. Amer. Math. Soc. 124 (1996), 931–938.
  • [J] P. Janakiraman, Best weak-type (p; p) constants, 1≤p≤2 for orthogonal harmonic functions and martingales, Illinois J. Math. 48 (2004), 909–921.
  • [K] A. N. Kolmogorov, Sur les fonctions harmoniques conjuguées et les séries de Fourier, Fund. Math. 7 (1925), 24–29.
  • [T] B. Tomaszewski, Sharp weak-type inequalities for analytic functions on the unit disc, Bull. London Math. Soc. 18 (1986), 355–358.
  • [W] G.Wang, Differential subordination and strong differential subordination for continuous time martingales and related sharp inequalities, Ann. Probab. 23 (1995), 522–551.
Typ dokumentu
Bibliografia
Identyfikator YADDA
bwmeta1.element.baztech-88003056-dbb0-4268-961b-a9dadf93f0d7
JavaScript jest wyłączony w Twojej przeglądarce internetowej. Włącz go, a następnie odśwież stronę, aby móc w pełni z niej korzystać.