Burkholder's function via Monge-Ampère equation

zbMath1259.42016arXiv1006.2633MaRDI QIDQ1928884

Alexander Volberg, Vasily I. Vasyunin

Publication date: 4 January 2013

Published in: Illinois Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1006.2633

zbMATH Keywords

stochastic optimal control; Bellman function; martingale transform; Mong-Ampère equation

Mathematics Subject Classification ID

42B30: (H^p)-spaces

Related Items

SHARP WEIGHTED BOUNDS FOR GEOMETRIC MAXIMAL OPERATORS, Perturbation of Burkholder's martingale transform and Monge-Ampère equation, Sharp \(L^{p,\infty}\to L^q\) estimates for the dyadic-like maximal operators, The foundational inequalities of D. L. Burkholder and some of their ramifications, Orthogonality in complex martingale spaces and connections with the Beurling-Ahlfors transform, Sharp \(L^p\) estimates for discrete second order Riesz transforms, Sharp \(L^p\)-bounds for a perturbation of Burkholders martingale transform, Survey article: Bellman function method and sharp inequalities for martingales, Sharp weighted logarithmic bound for maximal operators

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