regularity conjecture for the functions and
Let be a smooth uniformly bounded function, and let and be the two functions associated with in the paper's Bellman-function formulation. regularity conjecture for and . The functions and are of class . 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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