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

Osipov, N.

doi:10.1090/spmj/1840

Bellman function method for general operators on martingales: arbitrary regular filtrations
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by N. N. Osipov;

St. Petersburg Math. J. 35 (2024), 1005-1011

DOI: https://doi.org/10.1090/spmj/1840

Published electronically: January 10, 2025

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Abstract:

It has recently been shown that the Bellman function method can be applied in the general context of Gundy’s extrapolation theorem for vector-valued martingales. But this was done under the additional assumption 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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St. Petersburg Mathematical Journal

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