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Some Extremal Problems for Martingale Transforms. I. / Vasyunin, V.I.; Zatitskii, P.B.

In: Journal of Mathematical Sciences, Vol. 284, No. 6, 26.09.2024, p. 735-766.

Research output: Contribution to journal › Article › peer-review

Harvard

Vasyunin, VI & Zatitskii, PB 2024, 'Some Extremal Problems for Martingale Transforms. I', Journal of Mathematical Sciences, vol. 284, no. 6, pp. 735-766. https://doi.org/10.1007/s10958-024-07387-4

APA

Vasyunin, V. I., & Zatitskii, P. B. (2024). Some Extremal Problems for Martingale Transforms. I. Journal of Mathematical Sciences, 284(6), 735-766. https://doi.org/10.1007/s10958-024-07387-4

Vancouver

Vasyunin VI, Zatitskii PB. Some Extremal Problems for Martingale Transforms. I. Journal of Mathematical Sciences. 2024 Sep 26;284(6):735-766. https://doi.org/10.1007/s10958-024-07387-4

Author

Vasyunin, V.I. ; Zatitskii, P.B. / Some Extremal Problems for Martingale Transforms. I. In: Journal of Mathematical Sciences. 2024 ; Vol. 284, No. 6. pp. 735-766.

BibTeX

@article{93afba27607441378fd15c1d1833c197,
title = "Some Extremal Problems for Martingale Transforms. I",
abstract = "With this paper, we begin a series of studies of extremal problems for estimating distributions of martingale transforms of bounded martingales. The Bellman functions corresponding to such problems are pointwise minimal diagonally concave functions on a horizontal strip, satisfying certain given boundary conditions. We describe the basic structures that arise when constructing such functions and present a solution in the case of asymmetric boundary conditions and a sufficiently small width of the strip. {\textcopyright} The Author(s), under exclusive licence to Springer Nature Switzerland AG 2024.",
author = "V.I. Vasyunin and P.B. Zatitskii",
note = "Export Date: 19 October 2024 Адрес для корреспонденции: Vasyunin, V.I.; St.Petersburg State UniversityRussian Federation; эл. почта: vasyunin@pdmi.ras.ru",
year = "2024",
month = sep,
day = "26",
doi = "10.1007/s10958-024-07387-4",
language = "Английский",
volume = "284",
pages = "735--766",
journal = "Journal of Mathematical Sciences",
issn = "1072-3374",
publisher = "Springer Nature",
number = "6",

}

RIS

TY - JOUR

T1 - Some Extremal Problems for Martingale Transforms. I

AU - Vasyunin, V.I.

AU - Zatitskii, P.B.

N1 - Export Date: 19 October 2024 Адрес для корреспонденции: Vasyunin, V.I.; St.Petersburg State UniversityRussian Federation; эл. почта: vasyunin@pdmi.ras.ru

PY - 2024/9/26

Y1 - 2024/9/26

N2 - With this paper, we begin a series of studies of extremal problems for estimating distributions of martingale transforms of bounded martingales. The Bellman functions corresponding to such problems are pointwise minimal diagonally concave functions on a horizontal strip, satisfying certain given boundary conditions. We describe the basic structures that arise when constructing such functions and present a solution in the case of asymmetric boundary conditions and a sufficiently small width of the strip. © The Author(s), under exclusive licence to Springer Nature Switzerland AG 2024.

AB - With this paper, we begin a series of studies of extremal problems for estimating distributions of martingale transforms of bounded martingales. The Bellman functions corresponding to such problems are pointwise minimal diagonally concave functions on a horizontal strip, satisfying certain given boundary conditions. We describe the basic structures that arise when constructing such functions and present a solution in the case of asymmetric boundary conditions and a sufficiently small width of the strip. © The Author(s), under exclusive licence to Springer Nature Switzerland AG 2024.

UR - https://www.mendeley.com/catalogue/6ac1df05-1d74-3c93-9270-360c3e3c14aa/

U2 - 10.1007/s10958-024-07387-4

DO - 10.1007/s10958-024-07387-4

M3 - статья

VL - 284

SP - 735

EP - 766

JO - Journal of Mathematical Sciences

JF - Journal of Mathematical Sciences

SN - 1072-3374

IS - 6

ER -

ID: 126355210