结合凸函数的非交换鞅不等式.pdfVIP

第 34卷第 1期 苏 州 科 技 大 学 学 报。(自然 科 学 版) Vo1．34 No．1 2017年 3月 JournalofSuzhouUniversityofScienceandTechnology(NaturalScience) Mar．2017 N—Toncom m ut·at·i●vem art·i●ngaIlel●nequalli■tJi■es associatedwith convexfunctions TurdebekN．BEKJAN ，CHENZeqian (1．L．N．GumilyovEurasianNationalUniversity，Astana010000，Kazakhstan；2．WuhanInstituteofPhysicsandMathematics，Chinese AcademyofSciences，Wuhan430071，China) Abstract：Wepresentabriefsurveyofnoncommutativemartingaleinequalitiesassociatedwithconvexfunctions，includ· ingnoncommutativeBurkholder-Gundy inequalities，noncommutativemaximalinequalities，noncommutativeBurkholder andJunge-Xu inequalities，andsomeunresolvedproblemsonnoncommutativemartingale inequalitiesassociatedwith convexfunctions． Keywords：noncommutativemartingale；squaref_unction；maximalu．nction；conditionedsquarefunction；convexfunction CLCnumber：O174；0177 MR(2010)SubjectClassification：76D05；35Q30 Documentcode：A ArticleID：2096—3289(2017)01—0016—06 1 Introduction Recallthattherearethreefoundationalinequalitiesinclassicalmartingaletheory [1】，whichare Burkholder-Gundyinequalityonthesquarefunctionofmartingales，theDoobinequalityonthemaximalfunction ofmartingales，andtheBurkholderinequalityontheconditionedsquarefunctionofmartingales．Theseinequali— tiesandtheirvariantscharacterizemartingaleHardyspacesandpalyfundamentalroleinmodem analysis，espe— ciallyinfunctionalanalysis，stochasticanalysis，harmonicanalysis，andmathematicalphysics，etc．Thenoncom— mutativeBurkholder—GundyinequalitywasestablishedbyPisierandXu2【】in1997，withinwhichtheydeveloped asystemicalfunction—analyticmethodbeyondtheusualstoppingtimeargumentinclassicalmartingaletheory． Subsequently，Junge [3]in2002provedthenoncommutativeDoobinequalityviaadualityapproach．Further，in 2003