\(\Phi\)-moment inequalities for noncommutative differentially subordinate martingales (Q6566402)

From MaRDI portal

!

This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:

scientific article; zbMATH DE number 7875302
Language Label Description Also known as
default for all languages
No label defined
    English
    \(\Phi\)-moment inequalities for noncommutative differentially subordinate martingales
    scientific article; zbMATH DE number 7875302

      Statements

      \(\Phi\)-moment inequalities for noncommutative differentially subordinate martingales (English)
      0 references
      0 references
      0 references
      0 references
      0 references
      3 July 2024
      0 references
      The main puepose of the work under review is the continuation of the research on inequalities for noncommutative differentially subordinate martingales associated with convex functions \(\Phi\). The authors extend \(p\)-th moment inequality obtained in [\textit{Y. Jiao} et al., Adv. Math. 337, 216--259 (2018; Zbl 1405.46047)] to the \(\Phi\)-moment case. They also show the \(\Phi\)-moment inequalities for the square and the conditioned square functions of noncommutative differentially subordinate martingales, which provide constructive proofs of \(\Phi\)-moment Burkholder-Gundy and \(\Phi\)-moment Burkholder inequalities for noncommutative martingales.
      0 references
      0 references
      martingale inequality
      0 references
      noncommutative differential subordination
      0 references
      convex function
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references

      Identifiers

      0 references
      0 references
      0 references
      0 references
      0 references