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Burkholder/Basic.lean

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/--
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A tiny exported test definition.
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It is just a sanity-check value used by the package skeleton,
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returning the string "world".
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-/
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def hello := "world"

Burkholder/Majorants.lean

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/- Final result: majorant exists for p > 1 -/
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/--
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Main existence theorem for the Burkholder majorant when `p > 1`.
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In plain terms: this says we can build a function `u` (with first derivatives)
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that has controlled growth, satisfies the tangent-step inequality used in the
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martingale argument, dominates the base Burkholder function `v`, and is
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nonpositive on the opposite-sign region `x * y ≤ 0`.
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The proof dispatches to the specialized constructions in the three regimes
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`p = 2`, `p > 2`, and `1 < p < 2`.
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-/
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theorem exists_majorant_p_g_1 (p : ℝ) (hp : p> 1) :
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∃ u du_dx du_dy : ℝ → ℝ → ℝ, ∃ C : ℝ,
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0 ≤ C ∧

Burkholder/Majorants/Majorant_p_eq_2.lean

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namespace Majorants
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/--
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Explicit majorant package in the special case `p = 2`.
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At this exponent the construction becomes very concrete: we can take
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`u(x,y) = x*y`, with derivatives `du_dx = y` and `du_dy = x`.
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This theorem checks, one by one, that this choice satisfies the full list of
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majorant requirements (growth, tangency, domination of `v`, and sign behavior).
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-/
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theorem exists_majorant_p_eq_2 (p : ℝ) (hp : p=2) :
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∃ u du_dx du_dy : ℝ → ℝ → ℝ, ∃ C : ℝ,
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0 ≤ C ∧

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