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Algebra i Analiz, 2023, Volume 35, Issue 6, Pages 150–158 (Mi aa1894)  

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
References:
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.
Funding agency Grant number
Russian Science Foundation 19-11-00058P
The work was supported by the Russian Science Foundation grant 19-11-00058P.
Received: 09.09.2023
Document Type: Article
Language: English
Citation: N. N. Osipov, “Bellman function method for general operators on martingales: arbitrary regular filtrations”, Algebra i Analiz, 35:6 (2023), 150–158
Citation in format AMSBIB
\Bibitem{Osi23}
\by N.~N.~Osipov
\paper Bellman function method for general operators on martingales: arbitrary regular filtrations
\jour Algebra i Analiz
\yr 2023
\vol 35
\issue 6
\pages 150--158
\mathnet{http://mi.mathnet.ru/aa1894}
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    Алгебра и анализ St. Petersburg Mathematical Journal
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