
Sharp Inequalities for Differentially Subordinate Harmonic Functions and Martingales
We determine the best constants $C_{p,\infty}$ and $C_{1,p}$,
$1 < p < \infty$, for which the following holds. If $u$, $v$ are
orthogonal harmonic functions on a Euclidean domain such that $v$ is
differentially subordinate to $u$, then
$$ \v\_p \leq C_{p,\infty}
\u\_\infty,\quad
\v\_1 \leq C_{1,p} \u\_p.
$$
In particular, the inequalities are still sharp for the conjugate
harmonic functions on the unit disc of $\mathbb R^2$.
Sharp probabilistic versions of these estimates are also studied.
As an application, we establish a sharp version of the classical logarithmic inequality of Zygmund.
Keywords: harmonic function, conjugate harmonic functions, orthogonal harmonic functions, martingale, orthogonal martingales, norm inequality, optimal stopping problem Categories:31B05, 60G44, 60G40 