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

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)

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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Cited in

(11)

• Hessian of Bellman functions and uniqueness of the Brascamp-Lieb inequality
• 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 \(\ell_\infty^N\)
• scientific article; zbMATH DE number 5138831 (Why is no real title available?)

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