Some extremal problems for martingale transforms. I

DOI10.1007/s10958-024-07387-4MaRDI QIDQ6634783

Pavel B. Zatitskiy, Vasily I. Vasyunin

Publication date: 8 November 2024

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

zbMATH Keywords

extremal problemsmartingale transformsBellman functions

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Extreme value theory; extremal stochastic processes (60G70)

Cites Work

• On Bellman function for extremal problems in BMO
• Boundary value problems and sharp inequalities for martingale transforms
• Theory of locally concave functions and its applications to sharp estimates of integral functionals
• Sharp Martingale and Semimartingale Inequalities
• Sufficient conditions for the minimality of biconcave functions

This page was built for publication: Some extremal problems for martingale transforms. I