Inequality for Burkholder's martingale transform
Analysis of PDEs
2016-01-20 v2
Abstract
We find the sharp constant of the following inequality where is the transform of a martingale under a predictable sequence with absolute value 1, , and is any real number.
Cite
@article{arxiv.1402.4751,
title = {Inequality for Burkholder's martingale transform},
author = {Paata Ivanisvili},
journal= {arXiv preprint arXiv:1402.4751},
year = {2016}
}
Comments
34 pages, 13 figures