We find the sharp constant of the inequality , where is the transform of a martingale under a predictable sequence with absolute value 1, , and is any real number.
Received: 8 March 2014; Revised: 1 February 2015; Accepted: 25 March 2015; Published: 2015
First available in Project Euclid: 16 November 2017
Digital Object Identifier: 10.2140/apde.2015.8.765
least concave function
Rights: Copyright © 2015 Mathematical Sciences Publishers