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• # Artykuł - szczegóły

## Bulletin of the Polish Academy of Sciences. Mathematics

2007 | 55 | 4 | 373-385

## Sharp Norm Inequalities for Martingales and their Differential Subordinates

EN

### Abstrakty

EN
Suppose f = (fₙ), g = (gₙ) are martingales with respect to the same filtration, satisfying
$|fₙ-f_{n-1}| ≤ |gₙ-g_{n-1}|$, n = 1,2,...,
with probability 1. Under some assumptions on f₀, g₀ and an additional condition that one of the processes is nonnegative, some sharp inequalities between the pth norms of f and g, 0 < p < ∞, are established. As an application, related sharp inequalities for stochastic integrals and harmonic functions are obtained.

373-385

wydano
2007

### Twórcy

autor
• Department of Mathematics, Informatics and Mechanics, Warsaw University, Banacha 2, 02-097 Warszawa, Poland