A note on martingale transforms and -weights
This paper investigates isoperimetric-type inequalities for conditioned Brownian motion and their generalizations in terms of the hyperbolic metric. In particular, a generalization of an inequality of P. Griffin, T. McConnell and G. Verchota, concerning extremals for the lifetime of conditioned Brownian motion in simply connected domains, is proved. The corresponding lower bound inequality is formulated in various equivalent forms and a special case of these is proved.
We study Fourier multipliers resulting from martingale transforms of general Lévy processes.
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