On Strongly Orthogonal Martingales in Umd Banach Spaces

• Autorzy: Yaroslavtsev, Ivan S.
• Języki publikacji: EN

Abstrakty

EN

In the present paper we introduce the notion of strongly orthogonal martingales. Moreover, we show that for any UMD Banach space X and for any X-valued strongly orthogonal martingales M and N such that N is weakly differentially subordinate to M, one has, for all 1 < p < 1, [formula] with the sharp constant _χp;X being the norm of a decoupling-type martingale transform and lying in the range, [formula], where β_p;X is the UMD_p constant of X, h_p;X is the norm of the Hilbert transform on L^p(R; X), [formula] are the Gaussian decoupling constants.

Słowa kluczowe

EN

strongly orthogonal martingales; weak differential; subordination; UMD; sharp estimates; decoupling constant; martingale transform; Hilbert transform; diagonally plurisubharmonic function

• Czasopismo: Probability and Mathematical Statistics
• Rocznik: 2021
• Tom: Vol. 41, Fasc. 1
• Strony: 153--171
• Opis fizyczny: Bibliogr. 37 poz.

Twórcy

autor

Yaroslavtsev, Ivan S.

• Max Planck Institute for Mathematics in the Sciences, Inselstraße 22, 04103 Leipzig, Germany,

Bibliografia

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Uwagi

Opracowanie rekordu ze środków MNiSW, umowa Nr 461252 w ramach programu "Społeczna odpowiedzialność nauki" - moduł: Popularyzacja nauki i promocja sportu (2021).

Identyfikatory

DOI

10.37190/0208-4147.41.1.10