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Sharp and Strict $L^p$-Inequalities for Hilbert-Space-Valued Orthogonal Martingales

   
@article{EJP865,
	author = {Adam Osekowski},
	title = {Sharp and Strict $L^p$-Inequalities for Hilbert-Space-Valued Orthogonal Martingales},
	journal = {Electron. J. Probab.},
	fjournal = {Electronic Journal of Probability},
	volume = {16},
	year = {2011},
	keywords = {Martingale; differential subordination; orthogonal martingales; moment inequality; stochastic integral; Brownian motion; best constants},
	abstract = {The paper contains the proofs of sharp moment estimates for Hilbert-space valued martingales under the assumptions of differential subordination and orthogonality. The results generalize those obtained by Banuelos and Wang. As an application, we  sharpen an inequality for stochastic integrals with respect to Brownian motion.},
	pages = {no. 19, 531-551},
	issn = {1083-6489},
	doi = {10.1214/EJP.v16-865},    
        url = {http://ejp.ejpecp.org/article/view/865}}