Sharp and strict L^p-inequalities for Hilbert-space-valued orthogonal martingales

DOI10.1214/EJP.V16-865MaRDI QIDQ638397zbMATH OpenOpenAlexFDO

Authors Adam Osȩkowski

Publication date 9 September 2011

Published in Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL http://www.emis.de/journals/EJP-ECP/_ejpecp/viewarticlec6ce.html

zbMATH Keywords

best constantsBrownian motiondifferential subordinationmartingalemoment inequalityorthogonal martingalesstochastic integral

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Martingales with continuous parameter (60G44)

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• Inequalities for Hilbert operator and its extensions: the probabilistic approach
• \(L^q\)-valued Burkholder-Rosenthal inequalities and sharp estimates for stochastic integrals
• Sharp inequalities for linear combinations of orthogonal martingales

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