Bellman function method for general operators on martingales: arbitrary regular filtrations
Functional Analysis
2023-09-12 v1 Classical Analysis and ODEs
Probability
Abstract
It has been recently shown that the Bellman function method can be applied in the general context of Gundy's extrapolation theorem for vector-valued martingales. But the additional assumption has been made that martingales are adapted to a certain special filtration. Here it is shown that those results can be extended to any regular filtration.
Cite
@article{arxiv.2309.04874,
title = {Bellman function method for general operators on martingales: arbitrary regular filtrations},
author = {Nikolay N. Osipov},
journal= {arXiv preprint arXiv:2309.04874},
year = {2023}
}
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8 pages