Articles with "operators martingales" as a keyword



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On the Bellman Function Method for Operators on Martingales

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Published in 2021 at "Doklady Mathematics"

DOI: 10.1134/s1064562421030066

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… read more here.

Keywords: operators martingales; method operators; bellman function; function method ... See more keywords