Non-commutative martingale inequalities Academic Article uri icon

abstract

  • 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

published proceedings

  • COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE

author list (cited authors)

  • Pisier, G., & Xu, Q. H.

citation count

  • 119

complete list of authors

  • Pisier, G||Xu, QH

publication date

  • January 1996