Variational estimates for martingale paraproducts
Probability
2019-09-13 v2 Classical Analysis and ODEs
Abstract
We show that bilinear variational estimates of Do, Muscalu, and Thiele (arXiv:1009.5187) 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 (arXiv:1704.08053).
Keywords
Cite
@article{arxiv.1812.09763,
title = {Variational estimates for martingale paraproducts},
author = {Vjekoslav Kovač and Pavel Zorin-Kranich},
journal= {arXiv preprint arXiv:1812.09763},
year = {2019}
}
Comments
13 pages, implications for continuous time martingales discussed in more detail