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On the Best Constants in Some Non‐Commutative Martingale Inequalities
Author(s) -
Junge Marius,
Xu Quanhua
Publication year - 2005
Publication title -
bulletin of the london mathematical society
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 2.396
H-Index - 48
eISSN - 1469-2120
pISSN - 0024-6093
DOI - 10.1112/s0024609304003947
Subject(s) - mathematics , martingale (probability theory) , commutative property , pure mathematics , local martingale , inequality , doob's martingale inequality , algebra over a field , discrete mathematics , mathematical analysis
The optimal orders are determined for the best constants in the non‐commutative Burkholder–Gundy, Doob and Stein inequalities obtained recently in non‐commutative martingale theory. 2000 Mathematics Subject Classification 46L53, 46L51.