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math.PR2020
A dual approach to Burkholder's estimates
Rodrigo Bañuelos, Tomasz Gałązka, Adam Osękowski
The paper contains an alternative proof of the celebrated estimates for differentially subordinate martingales established by Burkholder and Wang in the eighties and nineties…
math.PR2020
Burkholder's function and a weighted bound for stochastic integrals
Rodrigo Banuelos, Michal Brzozowski, Adam Osekowski
Let be a continuous-path martingale and let be a stochastic integral, with respect to , of some predictable process with values in . We provide an explicit formu…