A modification of the Chang-Wilson-Wolff inequality via the Bellman function

DOI10.14321/REALANALEXCH.44.2.0267zbMATH Open1443.60042arXiv1805.10510OpenAlexW3006964816MaRDI QIDQ2188786FDOQ2188786

Henry D. Riely

Publication date: 11 June 2020

Published in: Real Analysis Exchange (Search for Journal in Brave)

Abstract: We describe the Bellman function technique for proving sharp inequalities in harmonic analysis. To provide an example along with historical context, we present how it was originally used by Donald Burkholder to prove $L^p$ boundedness of the $pm1$ martingale transform. Finally, with Burkholder's result as a blueprint, we use the Bellman function to prove a new result related to the Chang-Wilson-Wolff Inequality.

Full work available at URL: https://arxiv.org/abs/1805.10510

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zbMATH Keywords

Bellman functiondyadic martingaleChang-Wilson-Wolff inequality

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Probabilistic methods for one variable harmonic analysis (42A61)

Cites Work

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• Boundary value problems and sharp inequalities for martingale transforms
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• Some weighted norm inequalities concerning the Schrödinger operators
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• Probabilistic behavior of harmonic functions
• Survey article: Bellman function method and sharp inequalities for martingales
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• A Martingale Inequality Related to Exponential Square Integrability

Cited In (1)

• Modifications of Bellman-Giertz's theorem

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