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Mathematics  2009 

Sharp weak-type inequalities for differentially subordinated martingales

DOI: 10.3150/08-BEJ166

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Abstract:

Let $M,N$ be real-valued martingales such that $N$ is differentially subordinate to $M$. The paper contains the proofs of the following weak-type inequalities: (i) If $M\geq0$ and $0

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