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This paper offers a systematic investigation on the existence of equivalent local martingale deflators, which are multiplicative special semimartingales, in financial markets given by positive semimartingales. In particular, it shows that…

Mathematical Finance · Quantitative Finance 2020-06-03 Eckhard Platen , Stefan Tappe

We establish distributional estimates for noncommutative martingales, in the sense of decreasing rearrangements of the spectra of unbounded operators, which generalises the study of distributions of random variables. Our results include…

Functional Analysis · Mathematics 2021-03-17 Yong Jiao , Fedor Sukochev , Lian Wu , Dmitriy Zanin

We consider a two-point spatial lattice approximation to an open string moving in a flat background with B field. It gives a constrained dipole system under the influence of a vector potential. Solving and quantizing this system recover all…

High Energy Physics - Theory · Physics 2009-10-31 Zheng Yin

The subject of this work is to study martingales in a reductive homogeneous space with respect to a symmetric connection. Our basic idea is to view homogenous spaces as principal fiber bundles and, thus, to study martingales on homogeneous…

Probability · Mathematics 2014-04-04 S. N. Stelmastchuk

In this paper, we establish multilinear BMO estimates for commutators of multilinear fractional maximal and integral operators both on product generalized Morrey spaces and product generalized vanishing Morrey spaces, respectively. Similar…

Functional Analysis · Mathematics 2017-02-09 Ferit Gurbuz

The present paper deals with the construction of noncommutative phase spaces as coadjoint orbits of noncentral extensions of Galilei and Para-Galilei groups in two-dimensional space. The noncommutativity is due to the presence of a dual…

Mathematical Physics · Physics 2013-04-29 Ancille Ngendakumana , Joachim Nzotungicimpaye , Leonard Todjihounde

In this paper, some boundedness for commutators of fractional integrals are obtained on Herz-Morrey spaces with variable exponent applying some properties of varible exponent and $\BMO$ function.

Functional Analysis · Mathematics 2015-11-03 Jianglong Wu

We establish an Azuma type inequality under a Lipshitz condition for martingales in the framework of noncommutative probability spaces and apply it to deduce a noncommutative Heoffding inequality as well as a noncommutative McDiarmid type…

Operator Algebras · Mathematics 2021-07-23 Ghadir Sadeghi , Mohammad Sal Moslehian

We consider a noncommutative theory developed in a curved background. We show that the Moyal product has to be conveniently modified and, consequently, some of its old properties are lost compared with the flat case. We also address the…

High Energy Physics - Theory · Physics 2007-05-23 J. Barcelos-Neto

Noncommutative space has been found to be of use in a number of different contexts. In particular, one may use noncommutative spacetime to generate quantised gravity theories. Via an identification between the Moyal $\star$-product on…

High Energy Physics - Theory · Physics 2015-05-20 Andrew Iskauskas

Noncommuting spatial coordinates are studied in the context of a charged particle moving in a strong non-uniform magnetic field. We derive a relation involving the commutators of the coordinates, which generalizes the one realized in a…

High Energy Physics - Theory · Physics 2009-11-10 J. Frenkel , S. H. Pereira

We establish a noncommutative Blackwell--Ross inequality for supermartingales under a suitable condition which generalize Khan's works to the noncommutative setting. We then employ it to deduce an Azuma-type inequality.

Operator Algebras · Mathematics 2021-07-23 Ali Talebi , Mohammad Sal Moslehian , Ghadir Sadeghi

This semi-expository paper surveys results concerning three classes of orthogonal polynomials: in one non-hermitian variable, in several isometric non-commuting variables, and in several hermitian non-commuting variables. The emphasis is on…

Functional Analysis · Mathematics 2007-05-23 T. Banks , T. Constantinescu , J. L. Johnson

In this paper, we establish continuous bilinear decompositions that arise in the study of products between elements in martingale Hardy spaces $ H^p\ (0<p\leqslant 1) $ and functions in their dual spaces. Our decompositions are based on…

Functional Analysis · Mathematics 2023-01-23 Odysseas Bakas , Zhendong Xu , Yujia Zhai , Hao Zhang

We consider some modifications of the two dimensional canonical commutation relations, leading to {\em non commutative bosons} and we show how biorthogonal bases of the Hilbert space of the system can be obtained out of them. Our…

Mathematical Physics · Physics 2013-09-04 Syed Twareque Ali , Fabio Bagarello , Jean Pierre Gazeau

Using properties of backward stochastic differential equations we give new proofs of some well known results on BMO martingales and improve some estimates of BMO norms.

Probability · Mathematics 2012-05-08 Besik Chikvinidze , Michael Mania

A quantum mechanical model for the systems consisting of interacting bodies is considered. The model takes into account the noncommutativity of the space and impulse operators and the correlation equations for the indeterminacy of these…

Nuclear Theory · Physics 2007-05-23 A. I. Steshenko

In this paper, we provide a non-homogeneous $T(1)$ theorem on product spaces $(X_1 \times X_2, \rho_1 \times \rho_2, \mu_1 \times \mu_2)$ equipped with a quasimetric $\rho_1 \times \rho_2$ and a Borel measure $\mu_1 \times \mu_2$, which,…

Classical Analysis and ODEs · Mathematics 2021-06-29 Ji Li , Trang T. T. Nguyen , Lesley A. Ward , Brett D. Wick

We present a brief introduction to the construction of gauge theories on noncommutative spaces with star products. Particular emphasis is given to issues related to non-Abelian gauge groups and charge quantization. This talk is based on…

High Energy Physics - Theory · Physics 2007-05-23 Peter Schupp

Recently it turned out that the paraproduct plays the key role in some highly singular partial differential equations. In this note the counterparts for Besov--Morrey spaces are obtained. This note is organized in a self-contained manner.

Functional Analysis · Mathematics 2018-12-21 Yoshihiro Sawano