Related papers: A dual approach to Burkholder's $L^p$ estimates
Given two martingales on the filtration generated by two dimensional Brownian motion, we want to estimate the $L^p$ norm of the subordinated one if we have some extra orthogonality property available. We construct several new Bellman…
Learning how to figure out sharp $L^p$-estimates of nonlinear differential expressions, to prove and use them, is a fundamental part of the development of PDEs and Geometric Function Theory (GFT). Our survey presents, among what is known to…
We study stability estimates for the almost extremal functions associated with the $L^p$-bound for the real and imaginary parts of the Beurling-Ahlfors operator. The proof exploits probabilistic methods and rests on analogous results for…
We are given two martingales on the filtration of the two dimensional Brownian motion. One is subordinated to another. We want to give an estimate of $L^p$-norm of a subordinated one via the same norm of a dominating one. In this setting…
We derive inequalities for time-discrete and time-continuous martingales that are similar to the well-known Burkholder inequalities. For the time-discrete case arbitrary martingales in $L^p(\Omega)$ are treated, whereas in the…
We prove the analogue of the classical Burkholder-Gundy inequalites for non-commutative martingales. As applications we give a characterization for an Ito-Clifford integral to be an $L^p$-martingale via its integrand, and then extend the…
This paper present an overview of some of the applications of the martingale inequalities of D.L. Burkholder to $L^p$-bounds for singular integral operators, concentrating on the Hilbert transform, first and second order Riesz transforms,…
We will explain how to compute the exact $L^p$ operator norm of a "quadratic perturbation" of the real part of the Ahlfors--Beurling operator. For the lower bound estimate we use a new approach of constructing a sequence of laminates…
Given a probability space $(\Omega, \mathsf{A}, \mu)$, let $\mathsf{A}_1, \mathsf{A}_2, ...$ be a filtration of $\sigma$-subalgebras of $\mathsf{A}$ and let $\mathsf{E}_1, \mathsf{E}_2, ...$ denote the corresponding family of conditional…
We prove optimal ${L}^2$ bounds for a pair of Hilbert space valued differentially subordinate martingales under a change of law. The change of law is given by a process called a weight and sharpness in this context refers to the optimal…
We give an alternate proof of one of the inequalities proved recently for martingales (=sums of martingale differences) in a non-commutative $L_p$-space, with $1<p<\infty$, by Q. Xu and the author. This new approach is restricted to $p$ an…
We give a class of Fourier multipliers with non-symmetric symbols and explicit norm bounds on $L^p$ spaces by using the stochastic calculus of L\'evy processes and Burkholder-Wang estimates for differentially subordinate martingales.
We propose a novel approach in noncommutative probability, which can be regarded as an analogue of good-$\lambda$ inequalities from the classical case due to Burkholder and Gundy (Acta Math {\bf124}: 249-304,1970). This resolves a…
We present a few techniques for proving $L^p$ estimates for martingales. Basic applications to It\^o integration and rough paths are included.
Burkholder obtained a sharp estimate of $\E|W|^p$ via $\E|Z|^p$, where $W$ is a martingale transform of $Z$, or, in other words, for martingales $W$ differentially subordinated to martingales $Z$. His result is that $\E|W|^p\le…
The main aspiration of this note is to construct several different Haar-type systems in euclidean spaces of higher dimensions and prove sharp Lp bounds for the corresponding martingale transforms. In dimension one this was a result of…
We present a new proof of the Burkholder-Davis-Gundy inequalities for $1\leq p<\infty$. The novelty of our method is that these martingale inequalities are obtained as consequences of elementary deterministic counterparts. The latter have a…
The goal of this paper is to solve backward doubly stochastic differential equation (BDSDE, in short) under weak assumptions on the data. The first part is devoted to the development of some new technical aspects of stochastic calculus…
The motivation for this paper comes from the following question on comparison of norms of conformal martingales $X$, $Y$ in $\R^d$, $d\geq 2$. Suppose that $Y$ is differentially subordinate to $X$. For $0<p<\infty$, what is the optimal…
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…