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Burkholder’s function and a weighted $L^2$ bound for stochastic integrals

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dc.abstract.enLet X be a continuous-path martingale and let Y be a stochastic integral, with respect to X, of some predictable process with values in [−1, 1]. We provide an explicit formula for Burkholder’s function associated with the weighted L2 bound between X and Y.
dc.affiliationUniwersytet Warszawski
dc.contributor.authorOsękowski, Adam
dc.contributor.authorBañuelos, Rodrigo
dc.contributor.authorBrzozowski, Michał
dc.date.accessioned2024-01-24T18:57:30Z
dc.date.available2024-01-24T18:57:30Z
dc.date.issued2020
dc.description.financePublikacja bezkosztowa
dc.description.number11
dc.description.volume148
dc.identifier.doi10.1090/PROC/15136
dc.identifier.issn0002-9939
dc.identifier.urihttps://repozytorium.uw.edu.pl//handle/item/102612
dc.identifier.weblinkhttps://www.ams.org/proc/2020-148-11/S0002-9939-2020-15136-2/proc15136_AM.pdf
dc.languageeng
dc.pbn.affiliationmathemathics
dc.relation.ispartofProceedings of the American Mathematical Society
dc.relation.pages5013-5028
dc.rightsClosedAccess
dc.sciencecloudnosend
dc.subject.enmartingale
dc.subject.enmartingale transform
dc.subject.enBellman function
dc.titleBurkholder’s function and a weighted $L^2$ bound for stochastic integrals
dc.typeJournalArticle
dspace.entity.typePublication