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2015 Inequality for Burkholder's martingale transform
Paata Ivanisvili
Anal. PDE 8(4): 765-806 (2015). DOI: 10.2140/apde.2015.8.765

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.

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Paata Ivanisvili. "Inequality for Burkholder's martingale transform." Anal. PDE 8 (4) 765 - 806, 2015. https://doi.org/10.2140/apde.2015.8.765

Information

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

zbMATH: 1341.60031
MathSciNet: MR3366003
Digital Object Identifier: 10.2140/apde.2015.8.765

Subjects:
Primary: 42B20 , 42B35 , 47A30

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

Rights: Copyright © 2015 Mathematical Sciences Publishers

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