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Subordination by orthogonal martingales in $L^{p}, 1le 2$
Subordination orthogonal martingales $L^{p}, 1
2011/1/18
We are given two martingales on the filtration of the two dimensional Brownian motion. One is subordinated to another. We want to give an estimate of Lp-norm of a subordinated one via the same norm of...
Some new Bellman functions and subordination by orthogonal martingales in $L^{p}, 1le 2$
Some new Bellman functions subordination orthogonal martingales
2011/1/18
The main result of this note is Theorem 7 below. The main interest is the array of new Bellman function, very different from Burkholder’s function.
Subordination by orthogonal martingales in $L^{p}$ and zeros of Laguerre polynomials
orthogonal martingales $L^{p}$ zeros of Laguerre polynomials
2011/1/18
In this paper we address the question of finding the best Lp-norm constant for martingale transforms with one-sided orthogonality. Let O = (,B, P)be a probability space with filtration B generated by ...