Analysis & PDE

  • Anal. PDE
  • Volume 8, Number 4 (2015), 765-806.

Inequality for Burkholder's martingale transform

Paata Ivanisvili

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Abstract

We find the sharp constant C = C(τ,p, EG, EF) of the inequality (G2 + τ2F2)12p CFp, where G is the transform of a martingale F under a predictable sequence ε with absolute value 1, 1 < p < 2, and τ is any real number.

Article information

Source
Anal. PDE, Volume 8, Number 4 (2015), 765-806.

Dates
Received: 8 March 2014
Revised: 1 February 2015
Accepted: 25 March 2015
First available in Project Euclid: 16 November 2017

Permanent link to this document
https://projecteuclid.org/euclid.apde/1510843113

Digital Object Identifier
doi:10.2140/apde.2015.8.765

Mathematical Reviews number (MathSciNet)
MR3366003

Zentralblatt MATH identifier
1341.60031

Subjects
Primary: 42B20: Singular and oscillatory integrals (Calderón-Zygmund, etc.) 42B35: Function spaces arising in harmonic analysis 47A30: Norms (inequalities, more than one norm, etc.)

Keywords
martingale transform martingale inequalities Monge–Ampère equation torsion least concave function concave envelopes Bellman function developable surface

Citation

Ivanisvili, Paata. Inequality for Burkholder's martingale transform. Anal. PDE 8 (2015), no. 4, 765--806. doi:10.2140/apde.2015.8.765. https://projecteuclid.org/euclid.apde/1510843113


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