On Martingale Inequalities in Non-commutative Stochastic Analysis-Reference-Cited by-同舟云学术

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On Martingale Inequalities in Non-commutative Stochastic Analysis

Published:1998-10 Issue:2 Volume:158 Page:475-508
ISSN:0022-1236
Container-title:Journal of Functional Analysis
language:en
Short-container-title:Journal of Functional Analysis

Author:

Carlen Eric A,Krée Paul

Publisher

Elsevier BV

Subject

Analysis

Reference40 articles.

1. Dirichlet forms and Markov semigroups onC;Albeverio;Comm. Math. Phys.,1977

2. An inequality for the Hilbert–Schmidt norm;Araki;Comm. Math. Phys.,1981

3. Optimal 2-uniform convexity and smoothness;Ball;Invent. Math.,1993

4. Stopping non-commuting processes;Barnett;Math. Proc. Cambridge Philos.,1986

5. The Ito–Clifford integral;Barnett;J. Funct. Anal.,1982

Cited by 12 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Non-commutative probability and non-commutative processes: Beyond the Heisenberg algebra;Journal of Mathematical Physics;2019-09

2. Weighted square function inequalities;Publicacions Matemàtiques;2018-01-01

3. A remark on maximal functions for noncommutative martingales;Archiv der Mathematik;2013-11-28

4. The Best Constant in the Davis Inequality for the Expectation of the Martingale Square Function;Selected Works of Donald L. Burkholder;2011

5. Noncommutative stochastic integration through decoupling;Journal of Mathematical Analysis and Applications;2010-10

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