Weak Type Estimates Associated to Burkholder’s Martingale Inequality
نویسنده
چکیده
Motivated by quantum probability, Junge and Xu recently extended this result to the range 1 < p < 2. In this paper we study Burkholder’s inequality for p = 1, for which the techniques (as we shall explain) must be different. Quite surprisingly, we obtain two non-equivalent estimates which play the role of the weak type (1, 1) analog of Burkholder’s inequality. As application, we obtain new properties of Davis decomposition for martingales.
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تاریخ انتشار 2005