Sufficient conditions for the minimality of concave functions
Algebra i analiz, Tome 34 (2022) no. 5, pp. 173-210 Cet article a éte moissonné depuis la source Math-Net.Ru

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A condition is described sufficient for the biconcave function $ \mathcal{B}\colon\mathfrak{S}=\left\{ (x,y)\in\mathbb{R}^2\colon x-2\le y\le x+2 \right\}\to\mathbb{R} $ to be minimal with respect to the support $ L\colon\mathfrak{S}\to[-\infty,+\infty) $, i.e., to be the pointwise minimal among all biconcave functions $ B\colon\mathfrak{S}\to\mathbb{R} $ satisfying $ B\ge L $.
Keywords: Bellman function, biconcave function, Burkholder method.
Mots-clés : Martingale transformation
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M. I. Novikov. Sufficient conditions for the minimality of concave functions. Algebra i analiz, Tome 34 (2022) no. 5, pp. 173-210. http://geodesic.mathdoc.fr/item/AA_2022_34_5_a5/

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