-moment inequalities for noncommutative differentially subordinate martingales

DOI10.1090/PROC/16847MaRDI QIDQ6566402zbMATH OpenFDO

Authors Yong Jiao, Mohammad Sal Moslehian, Lian Wu, Yahui Zuo

Publication date 3 July 2024

Published in Proceedings of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1090/PROC/16847

zbMATH Keywords

convex functionmartingale inequalitynoncommutative differential subordination

Mathematics Subject Classification ID

Noncommutative probability and statistics (46L53) Martingales with discrete parameter (60G42) Martingales and classical analysis (60G46)

Review text

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.

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