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We give an exact formula for the Bellman function of the weak type of martingale transform. We also give the extremal functions (actually extremal sequences of functions). We find them using the precise form of the Bellman function. The…

Classical Analysis and ODEs · Mathematics 2013-11-12 Alexander Reznikov , Vasiliy Vasyunin , Alexander Volberg

We provide sharp estimates for the distribution function of a martingale transform of the indicator function of an event. They are formulated in terms of Burkholder functions, which are reduced to the already known Bellman functions for…

Classical Analysis and ODEs · Mathematics 2023-10-05 Dmitriy Stolyarov , Vasily Vasyunin , Pavel Zatitskii

In the paper "Bellman function for extremal problems in $\mathrm{BMO}$", the authors built the Bellman function for integral functionals on the $\mathrm{BMO}$ space. The present paper provides a development of the subject. We abandon the…

Analysis of PDEs · Mathematics 2015-10-06 Paata Ivanisvili , Dmitriy M. Stolyarov , Vasily I. Vasyunin , Pavel B. Zatitskiy

We prove a duality theorem the computation of certain Bellman functions is usually based on. As a byproduct, we obtain sharp results about the norms of monotonic rearrangements. The main novelty of our approach is a special class of…

Optimization and Control · Mathematics 2016-04-07 Dmitriy M. Stolyarov , Pavel B. Zatitskiy

In this paper we discuss the explicit solution of certain extremal problems in Bergman spaces. In order to do this, we develop methods to calculate the Bergman projections of various functions. As a special case, we deal with canonical…

Complex Variables · Mathematics 2014-10-13 Timothy Ferguson

We study limiting trace inequalities in the style of Maz'ya and Meyers--Ziemer for Sobolev martingales. We develop the Bellman function approach to such estimates, which allows to provide sufficient and almost necessary conditions on the…

Probability · Mathematics 2022-11-28 Dmitriy Stolyarov

We prove some sharp extremal distance results for functions in weighted Bergman spaces on the upper halfplane.We also prove such results in the context of bounded strictly pseudoconvex domains with smooth boundary

Complex Variables · Mathematics 2024-04-17 Romi Shamoyan , Milos Arsenovic

The present paper provides a generalization of the previous authors' work on Bellman functions for integral functionals on $\mathrm{BMO}$. Those Bellman functions are the minimal locally concave functions on parabolic strips in the plane.…

Classical Analysis and ODEs · Mathematics 2023-05-08 Paata Ivanisvili , Dmitriy Stolyarov , Vasily Vasyunin , Pavel Zatitskii

We look for pointwise bounds on a plurisubharmonic function near its singularity point, given the value of its generalized Lelong number with respect to a plurisubharmonic weight. To this end, an extremal problem is considered. In certain…

Complex Variables · Mathematics 2009-07-01 Alexander Rashkovskii

This paper is a direct continuation of the paper arXiv:2401.00053. By this reason neither introductory part of the paper nor the list of references are not duplicated. However for the reader convenience, the formulas from the first paper…

Classical Analysis and ODEs · Mathematics 2025-07-15 V. Vasyunin

The best approximation by bounded product functions is calculated for some very simple two-valued functions of two variables.

Classical Analysis and ODEs · Mathematics 2007-06-11 Boris Tsirelson

A unifying framework for some extremal problems on locally compact Abelian groups is considered, special cases of which include the Delsarte and Tur\'an extremal problems. A slight variation of the extremal problem is introduced and the…

Classical Analysis and ODEs · Mathematics 2024-12-03 Elena E. Berdysheva , Mita D. Ramabulana , Szilárd Gy. Révész

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…

Probability · Mathematics 2010-12-07 Prabhu Janakiraman , Vasily Vasyunin , Alexander Volberg

We study martingale inequalities from an analytic point of view and show that a general martingale inequality can be reduced to a pair of deterministic inequalities in a small number of variables. More precisely, the optimal bound in the…

Probability · Mathematics 2014-10-21 Mathias Beiglböck , Marcel Nutz

Two boundary value problems for the Helmholtz equation in a semi-infinite strip are considered. The main feature of these problems is that, in addition to the function and its normal derivative on the boundary, the functionals of the…

Analysis of PDEs · Mathematics 2016-04-26 Y. A. Antipov

We examine a Gelfand type system and show the extremal solutions are bounded provided we are close enough to the scalar case.

Analysis of PDEs · Mathematics 2010-08-24 Craig Cowan

We introduce variational problems on Riemannian manifolds with constrained acceleration and derive necessary conditions for normal extremals in the constrained variational problem. The problem consists on minimizing a higher-order energy…

Optimization and Control · Mathematics 2022-02-25 Alexandre Anahory Simoes , Leonardo Colombo

A geometric setup for constrained variational calculus is presented. The analysis deals with the study of the extremals of an action functional defined on piecewise differentiable curves, subject to differentiable, non-holonomic…

Mathematical Physics · Physics 2015-05-08 Enrico Massa , Danilo Bruno , Gianvittorio Luria , Enrico Pagani

We solve an extremal problem that arises in the study of the refractive indices of passive metamaterials. The problem concerns Hermitian functions in $H^2$ of the upper half-plane, i.e., $H^2$ functions satisfying $f(-x)=\bar{f(x)}$. An…

Complex Variables · Mathematics 2007-05-23 Kristian Seip , Johannes Skaar

The paper is devoted to the study of the unconditional extremal problem for a fractional linear integral functional defined on a set of probability distributions. In contrast to results proved earlier, the integrands of the integral…

Optimization and Control · Mathematics 2019-06-14 Peter Shnurkov , Kseniia Adamova
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