Non-commutative Martingale inequalities Academic Article uri icon


  • 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 Lp-martingale via its integrand, and then extend the Ito-Clifford integral theory in L2, developed by Barnett, Streater and Wilde, to Lp for all 1 < p < . We include an appendix on the non-commutative analogue of the classical Fefferman duality between H1 and BMO.

published proceedings


author list (cited authors)

  • Pisier, G., & Xu, Q. H.

citation count

  • 120

complete list of authors

  • Pisier, G||Xu, QH

publication date

  • January 1997