Non-commutative martingale inequalities

Details Non-commutative martingale inequalities Non-commutative martingale inequalities

1997-04-04

arxiv.org/abs/math/9704209v1

Comm. Math. Physics, 189 (1997) 667-698.

Mathematics

Functional Analysis

Scientific paper

10.1007/s002200050224

We prove the analogue of the classical Burkholder-Gundy inequalites for non-commutative martingales. As applications we give a characterization for an Ito-Clifford integral to be an $L^p$-martingale via its integrand, and then extend the Ito-Clifford integral theory in $L^2$, developed by Barnett, Streater and Wilde, to $L^p$ for all $1

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