Inequality for Burkholder's martingale transform

DOI10.2140/APDE.2015.8.765MaRDI QIDQ2353501zbMATH OpenOpenAlexFDO

Authors Paata Ivanisvili

Publication date 14 July 2015

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

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

zbMATH Keywords

Bellman functionconcave envelopesdevelopable surfacemartingale transformMonge-Ampère equationtorsion

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)

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.

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• Perturbation of Burkholder's martingale transform and Monge-Ampère equation
• Sharp L^p-bounds for a small perturbation of Burkholder's martingale transform
• Inequalities for martingale transforms and related characterizations of Hilbert spaces

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