Burkholder's function via Monge-Ampère equation

zbMath1259.42016arXiv1006.2633MaRDI QIDQ1928884

Alexander Volberg, Vasily I. Vasyunin

Publication date: 4 January 2013

Published in: Illinois Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1006.2633

zbMATH Keywords

stochastic optimal controlBellman functionmartingale transformMong-Ampère equation

Mathematics Subject Classification ID

(H^p)-spaces (42B30)

Related Items

The foundational inequalities of D. L. Burkholder and some of their ramifications ⋮ Orthogonality in complex martingale spaces and connections with the Beurling-Ahlfors transform ⋮ Sharp \(L^p\)-bounds for a perturbation of Burkholders martingale transform ⋮ Perturbation of Burkholder's martingale transform and Monge-Ampère equation ⋮ SHARP WEIGHTED BOUNDS FOR GEOMETRIC MAXIMAL OPERATORS ⋮ Survey article: Bellman function method and sharp inequalities for martingales ⋮ Sharp \(L^{p,\infty}\to L^q\) estimates for the dyadic-like maximal operators ⋮ Sharp \(L^p\) estimates for discrete second order Riesz transforms ⋮ Sharp weighted logarithmic bound for maximal operators

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