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JOURNALS // Algebra i Analiz // Archive

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

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

Language: English


 English version:
St. Petersburg Mathematical Journal, 2024, 35:6, 1005–1011


© Steklov Math. Inst. of RAS, 2025