Weighted maximal inequality for differentially subordinate martingales

被引：2
|
作者：
Osekowski, Adam [1 ]
机构：
[1] Univ Warsaw, Fac Math Informat & Mech, PL-00325 Warsaw, Poland
来源：
ELECTRONIC COMMUNICATIONS IN PROBABILITY | 2016年 / 21卷
关键词：
martingale; weight; maximal inequality; differential subordination; STOCHASTIC INTEGRALS; SHARP INEQUALITIES; RIESZ TRANSFORMS; AHLFORS;
D O I：
10.1214/16-ECP4586
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We establish a weighted maximal L-1- inequality for differentially subordinate martingales taking values in R-nu, nu >= 1, under the assumption that the weight satisfies Muckenhoupt's condition A(1). An optimal dependence of the constant on the A(1) characteristics is identified.
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收藏
页数：10
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