Perturbation of Burkholder's martingale transform and Monge-Ampère equation (Q436148)

The authors prove the sharp norm inequality \(\|\sqrt{g^2+(\tau f)^2}\|_p\leq\sqrt{\beta_p^2+\tau^2}\|f\|_p,\) where \(g\) is a martingale transform of \(f\in L^p\), \(p\in(1,\infty)\), \(\beta_p=\max(p-1,\frac{1}{p-1})\), and \(\tau\in[-\frac12,\frac12]\). The result and its method of proof (finding the Bellman function \(\mathcal{B}\) that controls the problem) extend D. L. Burkholder's celebrated work on the case \(\tau=0\). The construction of \(\mathcal{B}\) is a technical tour de force, which involves several subcases, gluing together partial solutions, and complicated implicit function estimates.