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arXiv · 2309.04874

Bellman function method for general operators on martingales: arbitrary regular filtrations

Nikolay N. Osipov
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Abstract

It has been recently shown that the Bellman function method can be applied in the general context of Gundy's extrapolation theorem for vector-valued martingales. But the additional assumption has been made that martingales are adapted to a certain special filtration. Here it is shown that those results can be extended to any regular filtration.

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Nikolay N. Osipov. 2023-09-09. Bellman function method for general operators on martingales: arbitrary regular filtrations. https://arxiv.org/abs/2309.04874

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