A dual approach to Burkholder's $L^p$ estimates
Probability
2020-06-16 v1
Abstract
The paper contains an alternative proof of the celebrated estimates for differentially subordinate martingales established by Burkholder and Wang in the eighties and nineties. The approach links the validity of the estimate to the existence of a lower solution to a novel boundary value problem.
Cite
@article{arxiv.2006.08082,
title = {A dual approach to Burkholder's $L^p$ estimates},
author = {Rodrigo Bañuelos and Tomasz Gałązka and Adam Osękowski},
journal= {arXiv preprint arXiv:2006.08082},
year = {2020}
}