Burkholder's function and a weighted $L^2$ bound for stochastic integrals

Let $X$ be a continuous-path martingale and let $Y$ be a stochastic integral, with respect to $X$, of some predictable process with values in $[-1,1]$. We provide an explicit formula for Burkholder's function associated with the weighted $L^2$ bound $\|Y\|_{L^2(W)}\lesssim [w]_{A_2}\|X\|_{L^2(W)}.$

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