Noncommutative martingale inequalities associated with convex functions. (English) Zbl 1389.60062
Summary: We present a brief survey of noncommutative martingale inequalities associated with convex functions, including noncommutative Burkholder-Gundy inequalities, noncommutative maximal inequalities, noncommutative Burkholder and Junge-Xu inequalities, and some unresolved problems on noncommutative martingale inequalities associated with convex functions.
MSC:
60G48 | Generalizations of martingales |
26B25 | Convexity of real functions of several variables, generalizations |