C1,1C^{1,1} regularity conjecture for the functions U\mathbb{U} and V\mathbb{V}

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Let ff be a smooth uniformly bounded function, and let U\mathbb{U} and V\mathbb{V} be the two functions associated with ff in the paper's Bellman-function formulation. C1,1C^{1,1} regularity conjecture for U\mathbb{U} and V\mathbb{V}. The functions U\mathbb{U} and V\mathbb{V} are of class C1,1C^{1,1}. This is the second smoothness conjecture proposed after comparison with regularity results for homogeneous Monge–Ampère boundary value problems. The source gives no evidence that either conjecture has been resolved.

References

Primary source

Dmitriy Stolyarov, Vasily Vasyunin and Pavel Zatitskii, “Martingale transforms of bounded random variables and indicator functions of events”, arXiv:2310.02362 (2023).

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