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| Main Author: | |
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| Format: | Preprint |
| Published: |
2025
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2505.07389 |
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Table of Contents:
- We prove an inequality for the spectral norm of matrix valued stochastic integrals. This inequality can be seen either as a non-commutative version of the Burkholder-Davis-Gundy inequality or as an extension of the non-commutative Khintchine inequality of Lust-Piquard to stochastic integrals. The proof relies on a version of Freedman's inequality for matrix valued martingales.