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JOURNALS // Algebra i Analiz // Archive

Algebra i Analiz, 2022 Volume 34, Issue 5, Pages 173–210 (Mi aa1834)

This article is cited in 2 papers

Research Papers

Sufficient conditions for the minimality of concave functions

M. I. Novikov

Saint Petersburg State University

Abstract: A condition is described sufficient for the biconcave function $ \mathcal{B}\colon\mathfrak{S}=\left\{ (x,y)\in\mathbb{R}^2\colon x-2\le y\le x+2 \right\}\to\mathbb{R} $ to be minimal with respect to the support $ L\colon\mathfrak{S}\to[-\infty,+\infty) $, i.e., to be the pointwise minimal among all biconcave functions $ B\colon\mathfrak{S}\to\mathbb{R} $ satisfying $ B\ge L $.

Keywords: Bellman function, biconcave function, Martingale transformation, Burkholder method.

Received: 28.01.2022


 English version:
St. Petersburg Mathematical Journal, 2023, 34:5, 847–872


© Steklov Math. Inst. of RAS, 2024