Mathematics – Probability
Scientific paper
2009-09-04
Bernoulli 2009, Vol. 15, No. 3, 871-897
Mathematics
Probability
Published in at http://dx.doi.org/10.3150/08-BEJ166 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statisti
Scientific paper
10.3150/08-BEJ166
Let $M,N$ be real-valued martingales such that $N$ is differentially subordinate to $M$. The paper contains the proofs of the following weak-type inequalities: (i) If $M\geq0$ and $0
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