The Bellman function of the dyadic maximal operator related to Kolmogorov's inequality

Abstract: We precisely compute the Bellman function of two variables of the dyadic maximal operator in relation to Kolmogorov inequality. In this way we give an alternative proof of the results in [5].Additionally, we characterize the sequences of functions that are extremal for this Bellman function.The proof of this is based on that is given in this paper for the Bellman function we are interested in.