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Research Papers
Bellman function method for general operators on martingales: arbitrary regular filtrations
N. N. Osipovab a St. Petersburg Department
of V. A. Steklov Institute of Mathematics
of the Russian Academy of Sciences, St. Petersburg, Russia
b St. Petersburg State University, St. Petersburg, Russia
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.
Keywords:
Burkholder method, Gundy theorem.
Received: 09.09.2023
Citation:
N. N. Osipov, “Bellman function method for general operators on martingales: arbitrary regular filtrations”, Algebra i Analiz, 35:6 (2023), 150–158
Linking options:
https://www.mathnet.ru/eng/aa1894 https://www.mathnet.ru/eng/aa/v35/i6/p150
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Abstract page: | 72 | Full-text PDF : | 2 | References: | 17 | First page: | 6 |
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