It is shown how to apply the Bellman function method to general operators on martingales, i.e., to operators that are not necessarily martingale transforms. As examples of such operators, we… Click to show full abstract
It is shown how to apply the Bellman function method to general operators on martingales, i.e., to operators that are not necessarily martingale transforms. As examples of such operators, we consider the Haar transforms and an operator whose Lp-boundedness implies the Rubio de Francia inequality for the Walsh system. For the corresponding Bellman function, the Bellman induction is carried out and a Bellman candidate is constructed.
               
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