A Weak-Type Inequality for Submartingales and Itô Processes

• Autorzy: Osękowski A.

Identyfikatory

DOI

10.4064/ba63-1-9

• Języki publikacji: EN

Abstrakty

EN

Let α∈[0,1] be a fixed parameter. We show that for any nonnegative submartingale X and any semimartingale Y which is α-subordinate to X, we have the sharp estimate [WZÓR]. Here W is the weak-L^∞space introduced by Bennett, DeVore and Sharpley. The inequality is already sharp in the context of α-subordinate Itô processes.

Słowa kluczowe

EN

Itô process; semimartingale; differential subordination; best constant

• Wydawca: Instytut Matematyczny PAN
• Czasopismo: Bulletin of the Polish Academy of Sciences. Mathematics
• Rocznik: 2015
• Tom: Vol. 63, no. 1
• Strony: 73--88
• Opis fizyczny: Bibliogr. 15 poz.

Twórcy

autor

Osękowski A.

• Department of Mathematics, Informatics and Mechanics, University of Warsaw, Banacha 2, 02-097 Warszawa, Poland

Bibliografia

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