Related papers: Extremizers and Bellman function for martingale we…
We define Bregman variation of semimartingales. We give its pathwise representation, It\^o-type isometry for martingales, and applications to harmonic analysis.
We provide quantitative weighted weak type estimates for non-integral square functions in the critical case $p=2$ in terms of the $A_p$ and reverse H\"older constants associated to the weight. The method of proof uses a decoupling of the…
We find the exact upper estimate for the upper density of zeros of entire functions of exponential type whose indicator diagram is contained in a given interval.
We discuss the problem where the extremal function in embedding theorem of some (generally speaking, non-integer) order is the constant function. We obtain the necessary and sufficient conditions of this.
We prove quantitative, one-weight, weak-type estimates for maximal operators, singular integrals, fractional maximal operators and fractional integral operators. We consider a kind of weak-type inequality that was first studied by…
In this paper we derive Carleman estimates for the fractional relativistic operator. We consider changing-sign solutions to the heat equation for such operators. We prove monotonicity inequalities and convexity of certain energy functionals…
In this tutorial survey we recall the basic properties of the special function of the Mittag-Leffler and Wright type that are known to be relevant in processes dealt with the fractional calculus. We outline the major applications of these…
A novel approach is proposed to establish a sharp upper bound on the expected supremum of a separable martingale random field, serving as an alternative to classical universal chaining-based methods. The proposed approach begins by deriving…
Based on a weak convergence argument, we provide a necessary and sufficient condition that guarantees that a nonnegative local martingale is indeed a martingale. Typically, conditions of this sort are expressed in terms of integrability…
We obtain weak rates for approximation of an integral functional of a Markov process by integral sums. An assumption on the process is formulated only in terms of its transition probability density, and, therefore, our approach is not…
For $\alpha\geq 2$, we investigate a class of Fourier extension operators on fractional surfaces $(\xi,|\xi|^\alpha)$. For the corresponding $\alpha$-Strichartz inequalities, by applying the missing mass method and bilinear restriction…
In the paper, the authors establish three kinds of double inequalities for the trigamma function in terms of the exponential function to powers of the digamma function. These newly established inequalities extend some known results. The…
We give a characterization of the invariant measures for the exclusion process on the integers with certain reversible transition kernels. Some examples include all nearest-neighbor kernels with asymptotic mean zero. One tool used is a…
It is well known that, under suitable regularity conditions, the normalized fractional process with fractional parameter $d$ converges weakly to fractional Brownian motion for $d>1/2$. We show that, for any non-negative integer $M$,…
We study extremal statistics and return intervals in stationary long-range correlated sequences for which the underlying probability density function is bounded and uniform. The extremal statistics we consider e.g., maximum relative to…
In this article we study the basic theoretical properties of Mellin-type fractional integrals, known as generalizations of the Hadamard-type fractional integrals. We give a new approach and version, specifying their semigroup property,…
Using Bellman function approach, we present new proofs of weighted $L^2$ inequalities for square functions, with the optimal dependence on the $A_2$ characteristics of the weight and further explicit constants. We study the estimates both…
Our main purpose in this paper is to establish the existence and nonexistence of extremal functions for sharp inequality of Adimurthi-Druet type for fractional dimensions on the entire space. Precisely, we extend the sharp Trudinger-Moser…
Quantile regression is an important tool for estimation of conditional quantiles of a response Y given a vector of covariates X. It can be used to measure the effect of covariates not only in the center of a distribution, but also in the…
A form of the Laplace transform is reviewed as a paradigm for an entire class of fractional functional transforms. Various of its properties are discussed. Such transformations should be useful in application to differential/integral…