Electronic Communications in Probability

A ratio inequality for nonnegative martingales and their differential subordinates

Adam Osękowski

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We prove a sharp inequality for the ratio of the maximal functions of nonnegative martingales and their differential subordinates. An application in the theory of weighted inequalities is given.

Article information

Electron. Commun. Probab., Volume 25 (2020), paper no. 21, 12 pp.

Received: 24 October 2019
Accepted: 24 February 2020
First available in Project Euclid: 29 February 2020

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Zentralblatt MATH identifier

Primary: 60G42: Martingales with discrete parameter 60G44: Martingales with continuous parameter

martingale differential subordination Burkholder’s method best constant

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Osękowski, Adam. A ratio inequality for nonnegative martingales and their differential subordinates. Electron. Commun. Probab. 25 (2020), paper no. 21, 12 pp. doi:10.1214/20-ECP301. https://projecteuclid.org/euclid.ecp/1582945214

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