Inequality for Burkholder's martingale transform

DOI10.2140/APDE.2015.8.765zbMATH Open1341.60031arXiv1402.4751OpenAlexW3097991473MaRDI QIDQ2353501FDOQ2353501

Authors: Paata Ivanisvili 

Publication date: 14 July 2015

Published in: Analysis \& PDE (Search for Journal in Brave)

Abstract: We find the sharp constant $C=C(au,p,mathbbEG,mathbbEF)$ of the following inequality $|(G^2+a{u}^2{F}^2{)}^{1/2}{|}_{p}leqC|F{|}_p,$ where $G$ is the transform of a martingale $F$ under a predictable sequence $varepsilon$ with absolute value 1, $1<p<2$, and $au$ is any real number.

Full work available at URL: https://arxiv.org/abs/1402.4751

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zbMATH Keywords

torsiondevelopable surfaceBellman functionmartingale transformconcave envelopesMonge-Ampère equation

Mathematics Subject Classification ID

Norms (inequalities, more than one norm, etc.) of linear operators (47A30) Martingales with continuous parameter (60G44) Martingales and classical analysis (60G46)

Cited In (11)

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• Contractivity of gamma Wick products
• Sharpening the triangle inequality: envelopes between \(L^2\) and \(L^p\) spaces
• Perturbation of Burkholder's martingale transform and Monge-Ampère equation
• Sharp \(L^p\)-bounds for a small perturbation of Burkholder's martingale transform
• Bellman function approach to the sharp constants in uniform convexity
• A sharp weak type $(p,p)$ inequality $(p>2)$ for martingale transforms and other subordinate martingales
• Inequalities for martingale transforms and related characterizations of Hilbert spaces
• The sharp constant for the Burkholder-Davis-Gundy inequality and non-smooth pasting
• Sharp inequalities for martingales with values in \(\ell_\infty^N\)
• Title not available (Why is that?)

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