A Weak-Type Inequality for Orthogonal Submartingales and Subharmonic Functions
Adam Osękowski
Bulletin of the Polish Academy of Sciences. Mathematics, Tome 59 (2011), p. 261-274 / Harvested from The Polish Digital Mathematics Library
Access to full text
Full (PDF)

Let X be a submartingale starting from 0, and Y be a semimartingale which is orthogonal and strongly differentially subordinate to X. The paper contains the proof of the sharp estimate ℙ(supt≥0|Yt|≥1)≤3.375...∥X∥₁. As an application, a related weak-type inequality for smooth functions on Euclidean domains is established.

Publié le : 2011-01-01
EUDML-ID : urn:eudml:doc:281126 
@article{bwmeta1.element.bwnjournal-article-doi-10_4064-ba59-3-7,
     author = {Adam Os\k ekowski},
     title = {A Weak-Type Inequality for Orthogonal Submartingales and Subharmonic Functions},
     journal = {Bulletin of the Polish Academy of Sciences. Mathematics},
     volume = {59},
     year = {2011},
     pages = {261-274},
     zbl = {1233.60023},
     language = {en},
     url = {http://dml.mathdoc.fr/item/bwmeta1.element.bwnjournal-article-doi-10_4064-ba59-3-7}
}

Adam Osękowski. A Weak-Type Inequality for Orthogonal Submartingales and Subharmonic Functions. Bulletin of the Polish Academy of Sciences. Mathematics, Tome 59 (2011) pp. 261-274. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-doi-10_4064-ba59-3-7/