Perturbation of Burkholder's martingale transform and Monge-Ampère equation

Abstract: Let

{d_{k}}_{k g e q 0}

be a complex martingale difference in

L^{p} [0, 1],

where

1 < p < i n f t y,

and

{e_{k}}_{k g e q 0}

a sequence in

p m 1 .

We obtain the following generalization of Burkholder's famous result. If

a u i n [- f r a c 12, f r a c 12]

and

then

|sum_{k=0}^n{({c} e_k au) d_k}|_{L^p([0,1], C^2)} leq ((p^*-1)^2 + au^2)^{frac 12}|sum_{k=0}^n{d_k}|_{L^p([0,1], C)},

where

((p^{*} - 1)^{2} + a u^{2})^{f r a c 12}

is sharp and

p^{*} - 1 = m a x p - 1, f r a c 1 p - 1 .

For

2 l e q p < i n f t y

the result is also true with sharp constant for

a u i n R .

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