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In this note we give a new proof of the sharp constant $C = e^{-1/2} + \int_0^1 e^{-x^2/2}\,dx$ in the weak (1, 1) inequality for the dyadic square function. The proof makes use of two Bellman functions $\mathbb{L}$ and $\mathbb{M}$ related…

The paper contains the proof of $L^p$-weighted norm inequalities for both, martingales square functions and the classical square functions in harmonic analysis of Littlewood-Paley and Lusin. Furthermore, the bounds are completely explicit…

Using Bellman function approach, we present new proofs of weighted $L^2$ inequalities for square functions, with the optimal dependence on the $A_2$ characteristics of the weight and further explicit constants. We study the estimates both…

We provide sharp bounds for the exponential moments and $p$-moments, $1\leqslant p \leqslant 2$, of the terminate distribution of a martingale whose square function is uniformly bounded by one. We introduce a Bellman function for the…

We find the best possible constant $C$ in the inequality $$\|\varphi\|_{L^r}^{\phantom{\frac{p}{r}}}\leq C\|\varphi\|_{L^p}^{\frac{p}{r}}\|\varphi\|_{\mathrm{BMO}}^{1-\frac{p}{r}}$$ for all possible values of parameters $p$ and $r$ such…

We strengthen H\"older's inequality. The new family of sharp inequalities we obtain might be thought of as an analog of Pythagorean theorem for the $L^p$ spaces. Our reasonings rely upon Bellman functions of four variables.

Sparse operators have emerged as a powerful method to extract sharp constants in harmonic analysis inequalities, for example in the context of bounding singular integral operators. We investigate the level sets of height functions for…

We illustrate Bellman function technique in finding the modulus of uniform convexity of $L^{p}$ spaces.

We give again (see also arXiv:1112.0676) a proof of weighted estimate of any Calder\'on-Zygmund operator. This is under a universal sharp sufficient condition that is weaker than the so-called bump condition. Bump conjecture was recently…

The sharp constants in the classical John--Nirenberg inequality are found by using Bellman function approach.

We approach the problem of finding the sharp sufficient condition of the boundedness of all two weight Calderon--Zygmund operators. We solve this problem in $L^2$ by writing a formula for a Bellman function of the problem.

We describe the Bellman function technique for proving sharp inequalities in harmonic analysis. To provide an example along with historical context, we present how it was originally used by Donald Burkholder to prove $L^p$ boundedness of…

We obtain the classical Hanner inequalities by the Bellman function method. These inequalities give sharp estimates for the moduli of convexity of Lebesgue spaces. Easy ideas from differential geometry help us to find the Bellman function…

We give an alternative proof of a sharp generalization of an integral inequality for the dyadic maximal operator due to which the evaluation of the Bellman function of this operator with respect to two variables, is possible. This last…

We consider the weak-type inequality for Littlewood-Paley square functions on A_p weighted Lebesgue spaces. Of interest is the sharp in the A_p characteristic estimate. The case of 1<p<2 is subcritical, and the sharp power of 1/p is…

We use the Bellman function method to give an elementary proof of a sharp weighted estimate for the Haar shifts, which is linear in the $A_2$ norm of the weight and in the complexity of the shift. Together with the representation of a…

Let $L$ be a linear operator in $L^2(\mathbb{R}^n)$ which generates a semigroup $e^{-tL}$ whose kernels $p_t(x,y)$ satisfy the Gaussian upper bound. In this paper, we investigate several kinds of weighted norm inequalities for the conical…

We consider the strong form of the John-Nirenberg inequality for the $L^2$-based BMO. We construct explicit Bellman functions for the inequality in the continuous and dyadic settings and obtain the sharp constant as well as the precise…

We find sharp constants in the symmetric integral form of the John-Nirenberg inequality. The result is based upon computation of a new interesting Bellman function.

We give a new proof of the sharp one weight $L^p$ inequality for any operator $T$ that can be approximated by Haar shift operators such as the Hilbert transform, any Riesz transform, the Beurling-Ahlfors operator. Our proof avoids the…