English

Inequality for Burkholder's martingale transform

Analysis of PDEs 2016-01-20 v2

Abstract

We find the sharp constant C=C(τ,p,EG,EF)C=C(\tau,p, \mathbb{E}G, \mathbb{E}F) of the following inequality (G2+τ2F2)1/2pCFp,\|(G^{2}+ \tau^{2} F^{2})^{1/2} \|_{p} \leq C \|F\|_{p}, where GG is the transform of a martingale FF under a predictable sequence ε\varepsilon with absolute value 1, 1<p<21<p< 2, and τ\tau 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

R2 v1 2026-06-22T03:11:47.857Z