A sharp weak-type bound for Itô processes and subharmonic functions

DOI10.1215/21562261-1424893MaRDI QIDQ654868zbMATH OpenOpenAlexFDO

Authors Adam Osȩkowski

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

zbMATH Keywords

martingaledifferential subordinationmaximal functionsubmartingalesubharmonic functionstrong differential subordination

Mathematics Subject Classification ID

Harmonic, subharmonic, superharmonic functions in two dimensions (31A05) Martingales with continuous parameter (60G44) Stochastic integrals (60H05)

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Cites work

• scientific article; zbMATH DE number 4105326 (Why is no real title available?)
• scientific article; zbMATH DE number 3778410 (Why is no real title available?)
• scientific article; zbMATH DE number 17010 (Why is no real title available?)
• scientific article; zbMATH DE number 43057 (Why is no real title available?)
• scientific article; zbMATH DE number 1240558 (Why is no real title available?)
• A norm inequality for Itô processes
• A weak-type inequality for differentially subordinate harmonic functions
• A weak-type inequality of subharmonic functions
• 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
• Sharp maximal inequalities for stochastic integrals in which the integrator is a submartingale
• Strong differential subordination and sharp inequalities for orthogonal processes
• Strong differential subordination and stochastic integration

Cited in

(2)

• Comparison-type theorems for Itô processes and differentially subordinated semimartingales
• A weak-type inequality for submartingales and Itô processes

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