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

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.

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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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