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Variational estimates for martingale paraproducts (CROSBI ID 267447)
Prilog u časopisu | izvorni znanstveni rad | međunarodna recenzija
Kovač, Vjekoslav ; Zorin-Kranich, Pavel
Variational estimates for martingale paraproducts // Electronic communications in probability, 24 (2019), 48, 14. doi: 10.1214/19-ECP257
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Kovač, Vjekoslav ; Zorin-Kranich, Pavel
engleski
Variational estimates for martingale paraproducts
We show that bilinear variational estimates of Do, Muscalu, and Thiele remain valid for a pair of general martingales with respect to the same filtration. Our result can also be viewed as an off-diagonal generalization of the Burkholder–Davis–Gundy inequality for martingale rough paths by Chevyrev and Friz.
martingale ; paraproduct ; strong variation ; jump counting function
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