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arXiv · 1402.4751

Inequality for Burkholder's martingale transform

Paata Ivanisvili
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Abstract

We find the sharp constant $C=C(τ,p, \mathbb{E}G, \mathbb{E}F)$ of the following inequality $\|(G^{2}+ τ^{2} F^{2})^{1/2} \|_{p} \leq C \|F\|_{p},$ where $G$ is the transform of a martingale $F$ under a predictable sequence $\varepsilon$ with absolute value 1, $1<p< 2$, and $τ$ is any real number.

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Paata Ivanisvili. 2015-03-27. Inequality for Burkholder's martingale transform. https://doi.org/10.2140/apde.2015.8.765

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