21 citations · 32 across the 22 of their papers we have counts for
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math.PR2016★ 5 cited
Continuous-time sparse domination
Komla Domelevo, Stefanie Petermichl
We develop the self similarity argument known as sparse domination in an abstract martingale setting, using a continuous time parameter. With this method, we prove a sharp weighted…
math.PR2016
Differential subordination under change of law
Komla Domelevo, Stefanie Petermichl
We prove optimal bounds for a pair of Hilbert space valued differentially subordinate martingales under a change of law. The change of law is given by a process called a we…