A sharp weak-type bound for Itô processes and subharmonic functions
From MaRDI portal
Publication:654868
DOI10.1215/21562261-1424893zbMath1234.60048OpenAlexW2116555589MaRDI QIDQ654868
Publication date: 23 December 2011
Published in: Kyoto Journal of Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1215/21562261-1424893
maximal functionmartingalesubharmonic functiondifferential subordinationsubmartingalestrong differential subordination
Martingales with continuous parameter (60G44) Harmonic, subharmonic, superharmonic functions in two dimensions (31A05) Stochastic integrals (60H05)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Strong differential subordination and sharp inequalities for orthogonal processes
- Strong differential subordination and stochastic integration
- A norm inequality for Itô processes
- Differential subordination and strong differential subordination for continuous-time martingales and related sharp inequalities
- Sharp inequalities for martingales with applications to the Beurling-Ahlfors and Riesz transforms
- A weak-type inequality for differentially subordinate harmonic functions
- A weak-type inequality of subharmonic functions
- Sharp maximal inequalities for stochastic integrals in which the integrator is a submartingale