2000 character limit reached
Perturbation of Burkholder's martingale transform and Monge--Ampère equation
Published 18 Feb 2011 in math.PR and math.AP | (1102.3905v1)
Abstract: Let be a complex martingale difference in where $1<p<\infty,$ and ${\e_k}</em>{k \geq 0}$ a sequence in We obtain the following generalization of Burkholder's famous result. If and then $$|\sum_{k=0}<sup>n{({c}</sup> \e_k \tau) d_k}|<em>{L<sup>p([0,1],</sup> \C<sup>2)}</sup> \leq ((p<sup>*-1)<sup>2</sup></sup> + \tau<sup>2)<sup>{\frac</sup></sup> 12}|\sum</em>{k=0}<sup>n{d_k}|_{L<sup>p([0,1],</sup></sup> \C)},$$ where is sharp and For $2\leq p<\infty$ the result is also true with sharp constant for
Paper Prompts
Sign up for free to create and run prompts on this paper.