Rocky Mountain Journal of Mathematics
- Rocky Mountain J. Math.
- Volume 43, Number 6 (2013), 1759-1823.
Survey Article: Bellman function method and sharp inequalities for martingales
The Bellman function method is an efficient device which enables relating certain types of estimates arising in probability and harmonic analysis to the existence of the associated special function satisfying appropriate majorization and concavity. This technique has gained considerable interest in recent years and led to many interesting results concerning the boundedness of wide classes of singular integrals, Fourier multipliers, maximal functions and other related objects. The objective of this survey is to describe the Bellman function approach to certain classical results for martingale transforms. We present the detailed study of the weak-type and moment estimates, and develop some arguments which allow us to simplify and extend the statements, originally proven by Burkholder and others.
Rocky Mountain J. Math., Volume 43, Number 6 (2013), 1759-1823.
First available in Project Euclid: 25 February 2014
Permanent link to this document
Digital Object Identifier
Mathematical Reviews number (MathSciNet)
Zentralblatt MATH identifier
Primary: 60G42: Martingales with discrete parameter
Secondary: 42A05: Trigonometric polynomials, inequalities, extremal problems 60G46: Martingales and classical analysis 49K20: Problems involving partial differential equations
Osȩkowski, Adam. Survey Article: Bellman function method and sharp inequalities for martingales. Rocky Mountain J. Math. 43 (2013), no. 6, 1759--1823. doi:10.1216/RMJ-2013-43-6-1759. https://projecteuclid.org/euclid.rmjm/1393336657